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 the author.