Interactive example programmed by Arnob Alam.
The simpler info-metrics model of Chapter 5 (model 5.4) is presented
below. The optimal portfolio weights are presented. The data are
live-stream data taken from Yahoo! Finance and goes back 10 years. Users
can enter their own funds (either individual stocks or exchange traded
funds) by entering the ticker symbol (e.g. AAPL) and the name (e.g.
Apple) in the entry fields.
For an info-metrics model that includes short-selling, please contact