I’ve always wanted to build out some tools to start managing my portfolio. I was recently inspired by Matt Dancho @ business-science.io, an author of the tidyquant package, who wrote an article describing his initial interest in R for investment portfolio optimization and his quick success at quickly turning around his performance through quantitative analytics. Now that he’s written tidyquant, financial analysis and portfolio optimization is much more user friendly, so I thought I’d give it a go.
I have a shiny application that’s currently in development (as of Nov-2018), which implements a narrow optimization strategy that’s suited for my needs. I’m hoping to find time to build it out to handle more generalized needs in the near future. Check it out!
Here’s a Link to my app on shinyapps.io: https://superjohnca.shinyapps.io/portfolio_optimization/