Generation and design of tools for the analysis of artificial and real portfolio returns
Keywords:
finance, portfolio optimization, market simulationAbstract
The optimization and simulation of financial portfolios have been widely studied in finance, although usually separately. Therefore, we developed a tool that integrates both areas in one place, allowing the generation of portfolios based on different distributions or historical prices, as well as their optimization through various mean-variance models. In addition, the tool follows design and development standards, incorporating code testing and style verification to ensure its quality. We conclude with a summary from a critical point of view on what has been created, where we highlight aspects that could be worked on in the future, mentioning possible useful integrations on the tool.
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Copyright (c) 2025 Diego Nicolas Gimenez Irusta, Nadia Ayelen Luczywo, Juan Bautista Cabral, Mariana Funes
This work is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License.
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