Sharpe ratio is the mean of the daily returns from the portfolio divided (minus a constant )by the standard deviation of the return from the portfolio. Daily return of the portfolio is calculated by multiplying the daily return of each equity with it's allocation (for ex - 0.6 , the sum of all these allocations is equal to 1, allocation is simply how much percentage of the portfolio is that equity) and adding them up.
I want to maximize the sharpe ratio with respect to the allocations of each equity.
Is the partial differentiation even possible?