// QUANTITATIVE FINANCE TOOL

Precision returns,
engineered for India.

Optimize your Indian stock portfolio using NSE historical data and modern portfolio theory. Max Sharpe, Min Variance, or Custom Target Return. All values in ₹ INR.

Start Optimizing → How It Works

Optimization Max Sharpe

Constraints No short · W ≤ 40%

Data Source Yahoo Finance NSE

[STATUS: READY]

Pipeline

Fetch Data

Pull daily OHLCV from Yahoo Finance for your NSE tickers in ₹ INR.

Compute Returns

Calculate log returns and build the annualized covariance matrix.

Optimize Weights

Scipy solver finds optimal portfolio under your chosen objective.

Visualize

Efficient frontier, weight allocation, and performance metrics.

Configuration

Optimize Your Portfolio

Ready

NSE Tickers (Max 10)

Start Date

End Date

Optimization Mode

Risk-Free Rate

Max Weight Cap

Ready to optimize

Output

Optimization Results

—

Expected Return

—

Annual Volatility

—

Sharpe Ratio

—

Mode

Optimized Portfolio Active

Equal Weight Baseline Comparison

Efficient Frontier

Portfolio Weight Allocation

Ticker	Optimized Weight	Equal Weight	Difference