Hello and thanks for the great job!
I have tried to reach a “minimum” volatility portfolio, Target was 4%,
One result was: CAGR 10.35% Vol: 4.0% with the following allocation: 45% BRS – 25% BUG – 30% AGG.
It would be very interestig to know what could be the improvements under the vol constraint.
Again great job achieved.