Get Rich Quick

Welcome to Get Rich Quick, a Portfolio Optimization Tool project implemented in C++.

Overview

The Get Rich Quick project aims to help investors optimize their investment portfolios based on historical stock price data. It leverages financial metrics and Markowitz Portfolio Theory to suggest optimal asset allocations that maximize returns for a given level of risk.

Features

• Data Collection: Collects and processes historical price data from selected stocks.
• Financial Metrics: Computes metrics like expected return, volatility, and covariance.
• Optimization: Applies Markowitz Portfolio Theory to determine the optimal portfolio allocation.
• Visualization: Displays the efficient frontier, showing optimal portfolios for different risk levels.

Usage

To use the tool:

1. Clone the repository.
2. Compile the source code using a C++ compiler.
3. Run the executable file and follow the instructions to input historical data and preferences.
4. View the suggested optimal portfolio allocation and efficient frontier.

Technologies Used

• C++ for programming language.
• Standard libraries for file I/O, mathematical calculations, and optimization algorithms.

Contributing

Contributions are welcome! If you have ideas for improvements or new features, feel free to open an issue or submit a pull request.

License

This project is licensed under the MIT License. See the LICENSE file for more details.