Intraday data, simulation and a visible efficient frontier.
- Hourly intraday prices as a second data granularity, with daily realized volatility computed from within-day returns only
- Monte Carlo value path simulation by bootstrap resampling or a fitted normal, with final-value percentiles and the probability of loss
- An Optimization dashboard view with a long-only portfolio cloud and the closed-form minimum variance and maximum Sharpe portfolios marked
- 158 tests, all metric math checked against hand-computed values