Optofolio Optimizer Case Study on the Egyptian Market
Using Optofolio technology we generated an efficient frontier of optimal portfolios for consecutive six months periods starting January 2015 and ending January 2021. From each efficient frontier, we picked four portfolios representing different degrees of risk and calculated their performance. In addition, we created an additional portfolio (inspired from Nassim Taleb’s Barbell portfolio) consisting of 80% fixed income and 20% our maximum risk portfolio.
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