Volatility Analyzer Tool and Inverse Volatility Portfolio Optimizer

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The Volatility Analyzer spreadsheet is a useful tool to better understand the trend in volatility of the assets in your chosen portfolio.

The sheet also includes a Portfolio Optimizer built on Inverse Volatility principles, meaning that it constructs an optimal portfolio which weighs the assets inversely based on their relative volatility. Hence, an asset with higher volatility receives a lower allocation of funds invested, and vice versa.

The spreadsheet is built to support portfolios of up to 15 assets and with 12-month lookback period for the volatility analysis of the portfolio optimizer.

Upon purchase, you will receive a PDF containing a link to the Google Sheets file, and instructions for making a copy to yourself, as well as further information and instructions of how to use the sheets.

As I have limited monetization of this blog, I kindly request that you don’t share the sheet further other than by sharing the link to this shop site. Thank you.

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