Chasing Market

Features Chasing Market

Chasing Market is a minimalist version of Macroaxis Financial Engineering Platform which is built to empower investors of all skills to create optimal portfolios in any stock market environment.In addition to an intuitive interface to monitor and adjust your current positions, the app provides a basic implementation of Markowitz Mean-Variance Optimization and can compute the optimal risk-adjusted portfolio from your specified watch-list based on maximizing the Sharpe Ratio of the portfolio given your overall attitude towards risk.
The app is a simplified text-book implementation of Modern Portfolio Theory (MPT) which is an accepted industry term to describe mean-variance analysis when applied to a typical portfolio origination and asset selection process.
American economist Harry Markowitz introduced MPT in 1952 and later won Nobel Prize in economics for his innovative approach to solving common asset selection problems faced by millions of investors worldwide.
Eventually this approach was adapted by over 90% of professional money managers, financial planners, and wealth advisers; and now this technique is under your finger, literally.