Portfolio builder
You choose the instruments; four well-known weighting rules turn them into weights using past prices. Compare what each rule gives and how it behaved, then open any of them in the backtest. The rules are mechanical and the same for everyone: they say nothing about whether a mix suits you.
Loading the list of priced instruments…
Prices: daily closing prices from the Bucharest Stock Exchange (bvb.ro), end of day. Returns are price returns: dividends are not reinvested unless the instrument is a total-return index such as BET-TR, so share portfolios understate what a holder received. No trading costs, taxes, spreads or currency effects are included.
Estimates from past prices are noisy. Minimum variance in particular can swing a lot when the window changes; the weight cap and the out-of-sample check show how much.
Past returns do not tell you future returns. For information and education only, not investment advice.