● Models · Index
One input. Four academic models.
Cross-validated under different assumptions.
Don't act on a single model — Markowitz proposes "ideal" weights, HRP audits their stability, and Fama–French decomposes whether the return is true alpha or simple factor exposure.
01 · 1952
Markowitz
Mean–Variance Optimization
Find out how efficiently your portfolio earns returns relative to the risk it carries.
Harry Markowitz · Portfolio Selection (1952)
σμSharpeFrontier
02 · 1993
Fama–French 3F
Three-Factor Model
Decompose your return into three factors to see which one is the main driver.
Eugene Fama, Kenneth French (1993)
αβ_Mβ_Sβ_HR²
03 · 2016
Hierarchical Risk Parity
HRP · Cluster-based
Group holdings that move alike to find a weight mix where risk does not pile up on one side.
Marcos López de Prado (2016)
ClusterσSharpeDiversification
04 · 2015
Fama–French 5F
Five-Factor Model
Add profitability and conservative investment on top of the 3 factors to dig deeper into what drives your return.
Eugene Fama, Kenneth French (2015)
αβ_Mβ_Sβ_Hβ_Rβ_C
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