Excel Portfolio Optimisation Template

This project received 6 bids from talented freelancers with an average bid price of $244 USD.

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Project Budget
$30 - $60 USD
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Project Description

Creating an Excel Template for Portfolio Optimisation of financial investments with reweighting of capital allocation.

The Portfolio Optimisation template should be able to identify the optimal capital weightings for a portfolio of financial investments that gives the highest return for the lowest risk based on the return risk profile and correlation between individual investments. Specifics about the template are as follows:


1. Inputs of historical data for the analysis should be supported by options to specify absolute prices or returns, number of current units held and a tool to download long time periods of financial market data for securities.

2. Function to include capital amount to starting portfolio weightings.


1. Optimisation option should include the setting of minimum and maximum constraints for weightings in the optimal portfolio.

2. Sharpe ratio is to be included for risk analysis options for overall volatility.

3. Sortino ratio for downside risk or semi-deviation.

4. Omega ratio for gain or loss.


1. Results should be displayed with weighting charts and return distributions.

2. Results should also indicate acquisition and liquidation actions required.

3. Technical analysis should also be provided with back tested total return from signal trading and automatic optimisation of technical parameters.

Important points:

1. OPTIONAL: The inclusion of the Monte Carlo simulation which calculates the probability of attaining the specific target return.

2. Several pictures have been attached as a reference to the layout of the template.

3. An incentive payment of USD 10 will be provided if the Monte Carlo simulation can be included in the template.

Lastly, If you have read through all the way, please start your reply with "good day". Thank you.

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