# This is the App page of ODMO program for Stock trading portfolio.

### Here is an example of stock portfolio trading model of ODMO PROGRAM. Our target is to minimize portfolio risk under desired return constraint and investment budget.

$${ \underset{\pmb{x}}{min} \quad \pmb{x}^T \pmb{Q} \pmb{x} }$$ $${ s.t. \quad \pmb{r}^T \pmb{x} \geq \bar{r} }$$ $${ \ \ \qquad \sum_{i=1}^{n} x_i \leq C }$$ $${ \ \ \qquad 0 \leq x_i, \forall i }$$ where $${ \pmb{x} \text{: n-vector of decision variables}, \pmb{Q} \text{: nxn covariance matrix, } \pmb{r} \text{: n-vector return rates, } \bar{r} \text{: desired return of money, } C \text{: investment budget}. }$$

### In this example, the model parameters are the investment budget of ${C} , the desired return${Re} . We consider 3 stocks (n=3) with the historical statistics of stock price data in 6-months. Please [SET] the [INPUT] values below to describe your problem.

I. Stock price data ($)  Month stock 1 stock 2 stock 3 First month Second month Third month Fourth month Fifth month Sixth month Input value of investment budget:$
Input value of desired return: \$