Portfolio Optimizer

1Select AssetsChoose equities from the OSE universe for your portfolio

12

ASSETS

STB×DNB×ABG×NONG×PROT×MING×ATEA×YAR×FRO×WWI×AKER×ORK×

2Configure StrategyChoose optimization objective and parameters

PORTFOLIO VALUE (NOK)

LOOKBACK WINDOW

MAX POSITION

COVARIANCE METHOD

ALLOCATION

3Click OPTIMIZE to compute optimal weights, risk metrics, and ML signals

DATA SOURCESPrices: Interactive Brokers TWS API, Yahoo Finance · Covariance: Sample, Ledoit-Wolf shrinkage, EWMA (λ=0.94) · Expected Returns: ML predictions (Ridge/GB/RF ensemble) · FX Exposure: Company filings (revenue by currency) · Sectors: Oslo Stock Exchange classification