I already mentioned this to someone, so I might as well start a new thread about it.
Have a look at this: Professional portfolio management and reporting tool
It is a free tool with which you can create reports, perform Markowitz type mean-variance portfolio optimization and conduct sensitivity analyses. Sensitivity analysis here refers to assessing the effect of +/- 50% change in exposure to a portfolio component in terms of the overall risk-return profile of the portfolio.
The security data is free EOD, and it covers the US stock markets as well as the major ones in Europe, Asia, South America and Australia.
I had built something like this in Matlab a long time ago for personal use and found it rather useful for keeping my long-term portfolio on track. Having recently familiarized myself with server-side programming, I decided to put it available for the public. I hope you find it useful.
Have a look at this: Professional portfolio management and reporting tool
It is a free tool with which you can create reports, perform Markowitz type mean-variance portfolio optimization and conduct sensitivity analyses. Sensitivity analysis here refers to assessing the effect of +/- 50% change in exposure to a portfolio component in terms of the overall risk-return profile of the portfolio.
The security data is free EOD, and it covers the US stock markets as well as the major ones in Europe, Asia, South America and Australia.
I had built something like this in Matlab a long time ago for personal use and found it rather useful for keeping my long-term portfolio on track. Having recently familiarized myself with server-side programming, I decided to put it available for the public. I hope you find it useful.