This node app is designed to optimize a porfolio using the maximum sharpe ratio porfolio designed by Harry M. Markowitz. This will find the effecient frontier based on historical returns and correlation matrices. All Api's are open source, however, a free API key is required.

HOW TO RUN

1. Get an API key from www.alphavantage.co
2. create an .env file and add ALPAVANTAGE_KEY={API KEY}
3. from the root directly, run npm i
4. visit src/index.js and modify riskFreeRate and listTickers
5. run npm start