Hello, it's been a while.
I haven't been sharing any other stock market news because I've been completely focused on developing a new service for the past two weeks.
Thank you so much to those who have been looking for me and worrying about me ㅠ
The service I've been trying to develop is a portfolio backtesting tool.. It's still in its early stages, so there are some limitations. If you have any feedback, I would be very grateful. It turned out to be quite challenging ㅎㅎ
1. First, if you configure your desired portfolio... it will show the performance compared to the S&P 500 over the past three years. In the example, I created a portfolio heavily skewed towards AI machine learning themes ㅎ
2. It then shows the results of recommending ETFs that would improve the Sharpe ratio when mixed with your chosen portfolio. Considering that gold and crude oil outperformed tech stocks over the past three years, the results seem quite reasonable.
3. Next, it shows a configuration that maximizes the Sharpe ratio while diversifying so that no single stock exceeds 20% of the portfolio. Further diversification resulted in the addition of gold, crude oil, and financial stocks.
For those who prioritize cash flow, it also shows a configuration optimized for stability. As expected, the result suggests mixing US intermediate bonds, which play a similar role to bonds, by more than half.
Source https://nextinvest.org/ko
Damoan is a truly grateful community for me. Many people have shown interest when I shared news every day.
I will continue to work hard on developing services that can be helpful. Thank you!!
Have a great weekend!!
