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Black Litterman or other support for portfolio optimization utilizing forward looking user provided estimates of future expected rates of return on individual assets

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FrankOctober 26, 25 | Posted in Enhancement Requests
Relatively new subscriber to portfolioslab and liking the tools. Is there any current or planned Tools capability for incorporating forward return estimates into portfolio optimization analyses? I've seen this capability on a competing platform, but their portfolio asset number limitation is below Portfoliolabs.
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Dmitry ShevchenkoOctober 27, 25
Hi Frank, welcome to PortfoliosLab! We don't have that capability right now, but might not be too hard to add. You would like to use your own mean return forecast instead of the historical values that we calculate, right? Do you want to provide your estimates for all assets in a portfolio or just for some of them?

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Frank

5mo ago

Hi Dimitry. I think mainly a handful of key portfolio assets would be good to change the assumed go forward return (either deterministically, or with a level of confidence) such as gold, as well as a key equity index benchmark such as the S&P500. A second level of capability would be to have a general choice for the assets in the portfolio of either "historical" or projected, with a default projected value that is automatically included for all assets chosen, and editable by the user for a few individual assets.

I mentioned Black Litterman only because its a methodology/model that exists. I am quantitative but not an expert on the best practical implementation of the above or variations of it. I've used it in portfolio visualizer. Thanks for your consideration. Frank



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