{"id":18351266,"url":"https://github.com/pfischer1687/mean-variance-analyzer","last_synced_at":"2026-04-07T16:32:16.655Z","repository":{"id":65537368,"uuid":"555054606","full_name":"pfischer1687/mean-variance-analyzer","owner":"pfischer1687","description":"Mean Variance Analyzer","archived":false,"fork":false,"pushed_at":"2023-04-28T03:02:36.000Z","size":13791,"stargazers_count":0,"open_issues_count":0,"forks_count":1,"subscribers_count":1,"default_branch":"main","last_synced_at":"2025-04-10T00:45:19.424Z","etag":null,"topics":["chartjs","css","financial-engineering","formik","gatsby","git","html","javascript","jest","latex","progressive-web-app","pwa","react","ui","ux","yup"],"latest_commit_sha":null,"homepage":"https://mvanalyzer.dev/","language":"JavaScript","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":null,"status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/pfischer1687.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":null,"funding":null,"license":null,"code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null,"governance":null,"roadmap":null,"authors":null,"dei":null,"publiccode":null,"codemeta":null}},"created_at":"2022-10-20T21:46:08.000Z","updated_at":"2023-04-27T05:45:12.000Z","dependencies_parsed_at":"2024-11-05T21:42:41.008Z","dependency_job_id":null,"html_url":"https://github.com/pfischer1687/mean-variance-analyzer","commit_stats":null,"previous_names":[],"tags_count":0,"template":false,"template_full_name":null,"purl":"pkg:github/pfischer1687/mean-variance-analyzer","repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/pfischer1687%2Fmean-variance-analyzer","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/pfischer1687%2Fmean-variance-analyzer/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/pfischer1687%2Fmean-variance-analyzer/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/pfischer1687%2Fmean-variance-analyzer/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/pfischer1687","download_url":"https://codeload.github.com/pfischer1687/mean-variance-analyzer/tar.gz/refs/heads/main","sbom_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/pfischer1687%2Fmean-variance-analyzer/sbom","scorecard":null,"host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":286080680,"owners_count":31520498,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2026-04-07T16:28:08.000Z","status":"ssl_error","status_checked_at":"2026-04-07T16:28:06.951Z","response_time":105,"last_error":"SSL_connect returned=1 errno=0 peeraddr=140.82.121.5:443 state=error: unexpected eof while reading","robots_txt_status":"success","robots_txt_updated_at":"2025-07-24T06:49:26.215Z","robots_txt_url":"https://github.com/robots.txt","online":false,"can_crawl_api":true,"host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":["chartjs","css","financial-engineering","formik","gatsby","git","html","javascript","jest","latex","progressive-web-app","pwa","react","ui","ux","yup"],"created_at":"2024-11-05T21:30:03.757Z","updated_at":"2026-04-07T16:32:16.639Z","avatar_url":"https://github.com/pfischer1687.png","language":"JavaScript","funding_links":[],"categories":[],"sub_categories":[],"readme":"\u003cp align=\"center\"\u003e\n  \u003ca href=\"https://mvanalyzer.dev/\"\u003e\n    \u003cimg alt=\"MVA logo\" src=\"./src/images/mva-logo.png\" width=300 /\u003e\n  \u003c/a\u003e\n\u003c/p\u003e\n\u003ch1 align=\"center\"\u003e\n  Mean-Variance Analyzer\n\u003c/h1\u003e\n\nLearn about modern portfolio theory - interactively! [View live site](https://mvanalyzer.dev/)\n\n## Tutorial\n\nWelcome to Mean-Variance Analyzer! MVA is an educational tool meant to\nhelp people new to financial engineering start their journey learning\nabout the history of portfolio optimization. To get started, click\neither the \"Get started!\" link on the home page (below) or the \"Analyzer\"\nlink in the navigation menu.\n\n\u003cimg src=\"./src/images/tutorial-home.png\" alt=\"MVA home screen\" width=600\u003e\n\nThis should take you to the input form (below). Enter all\nthe assets of interest into the corresponding input fields. You can\nstart typing a ticker or company name and, if it is in the preloaded\ndataset of over 100 popular assets, it should appear in the dropdown\ndatalist and be clickable (you are encouraged to read more about\n[how the data was collected](https://github.com/pfischer1687/get-asset-data-for-mva) -\nnote that the developer is not liable for the accuracy or freshness\nof any data or information given on the site as per the\n[Terms of Service](https://mvanalyzer.dev/terms/)). You must enter at least\ntwo unique tickers from the dataset and you can press the \"+ Add\nAsset\" button to add up to 15 assets. Once you have chosen all your\nassets, you have the option to set the maximum allocation that can be\ngiven to any individual asset in the portfolio (the default is 100%).\nThis number must be larger than 100% / (#assets - 1) and less than or\nequal to 100%. Then you have the option to enter a custom benchmark -\nthe default value is the long term average 3-month Treasury bill rate at the time of\nthis site's development, but you can enter any custom risk-free rate\nbetween -50% and 50% as your benchmark.\n\n\u003cimg src=\"./src/images/tutorial-input-form.png\" alt=\"Analyzer page input form\" width=600\u003e\n\nIf there are no errors in the input fields, a scatter plot will appear\n(example below) giving a visual representation of the approximated\nmaximum Sharpe ratio (or tangency) portfolio, individual assets,\nefficient frontier, Markowitz bullet and capital market line\n(explained on the\n[Background](https://mvanalyzer.dev/background/) page). You\ncan hover over or click on points on the plot to see the portfolios\nthat produced each point on the efficient frontier, the allocations\nthat produced the tangency portfolio, and the information for each\nindividual asset. Below that will be a pie chart visualizing the\nallocations that produced the tangency portfolio along with its\ncorresponding information.\n\n\u003cimg src=\"./src/images/tutorial-scatter.png\" alt=\"Sample Markowitz bullet scatter plot\" width=600\u003e\n\n\u003cimg src=\"./src/images/tutorial-pie.png\" alt=\"Sample tangency portfolio pie chart\" width=600\u003e\n\nNow you're ready to have some fun experimenting. Thank you for\nvisiting this site and reading the tutorial. I hope you enjoy it and\nlearn something new!\n\n## Version\n\n1.0.0\n\n## Author\n\nPaul Fischer\n\n- Email: paulfischerdev@gmail.com\n- Twitter: [@PaulFis43236408](https://twitter.com/PaulFis43236408)\n- GitHub: [pfischer1687](https://github.com/pfischer1687)\n- Website: [https://paulfischer.dev/](https://paulfischer.dev/)\n\n## Dependencies\n\n- `chart.js@3.9.1`\n- `formik@2.2.9`\n- `gatsby@5.4.2`\n- `gatsby-plugin-image@3.4.0`\n- `gatsby-plugin-manifest@5.4.0`\n- `gatsby-plugin-offline@6.4.0`\n- `gatsby-plugin-sharp@5.4.0`\n- `gatsby-source-filesystem@5.4.0`\n- `gatsby-transformer-sharp@5.4.0`\n- `react@18.2.0`\n- `react-chartjs-2@4.3.1`\n- `react-dom@18.2.0`\n- `react-katex@3.0.1`\n- `react-spinners@0.13.8`\n- `yup@0.32.11`\n\n## Dev Dependencies\n\n- `babel-jest@29.4.1`\n- `babel-preset-gatsby@3.5.0`\n- `identity-obj-proxy@3.0.0`\n- `jest@29.4.1`\n\n## Keywords\n\n- Mean-Variance Analysis\n- Modern Portfolio Theory (MPT)\n- Efficient Frontier\n- Ex Post Sharpe Ratio\n- Capital Asset Pricing Model (CAPM)\n- Monte Carlo Simulation\n- Markowitz Bullet\n- Capital Market Line (CML)\n- Capital Allocation Line (CAL)\n- Tangency Portfolio\n- Financial Engineering\n- Quantitative Finance\n\n## License\n\nUnlicensed - © 2023 All rights reserved\n\nPlease see the [Terms of Service](https://mvanalyzer.dev/terms/) for more details.\n\n## Scripts\n\n- develop/start: `gatsby develop`\n- build: `gatsby build`\n- serve: `gatsby serve`\n- clean: `gatsby clean`\n- test: `jest`\n\n## Repository\n\ngit: [https://github.com/pfischer1687/mean-variance-analyzer](https://github.com/pfischer1687/mean-variance-analyzer)\n\n## Bugs\n\n[https://github.com/pfischer1687/mean-variance-analyzer/issues](https://github.com/pfischer1687/mean-variance-analyzer/issues)\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fpfischer1687%2Fmean-variance-analyzer","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fpfischer1687%2Fmean-variance-analyzer","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fpfischer1687%2Fmean-variance-analyzer/lists"}