Tuning Portfolio Cloud Services - Subscription Professional

100 optimizations per day
diffrent tuning models
90 zł

Software has been created to support the decision processes in investment management. It will be useful not only for an investor, investment advisor or an asset manager, but also for anyone who intends to enter the world of investments and  explore the use of portfolio theory in practice. Software allows you only to optimize the portfolio in the Markowitz sense using four diffrent criteria:

  • Sharpe Ratio - maximization of the Sharpe Ratio (relation expected return to risk)
  • MVP - Minimum Variance Portfolio, you will get the portfolio with the lowest possible risk (variance)
  • MVS - Mean-Variance-Skewness, you can get an opportunity of existing positive fat-tails to make higher returns
  • MVSK - Mean-Variance-Skewness-Kurtosis - model where we perform an optimization with the higher moments like Skewness and Kurtosis

Recommended for not only academics, scientists, but also for every investment professionals.

Main features:

  • integrated data downloader (you can download data from many sources - Yahoo, Stooq.pl, Quandl.com, QuoteMedia)
  • 15 measures of investment efficiency
  • high performance and quality of optimization using cloud computing
  • 4 optimization criterions
  • limit of daily calculations - 100
  • cost calculator - you can make calculate costs related with the optimal portfolio realization

Tutorial (4 min. on YouTube): Portfolio optimization - Tuning Portfolio CS - Case study (subtitles)

Notices:

Software require an active Cloud Services Standard subscription, which you can pourchase in here. If you want to try Software for testing purposes please try Software under Trial version.

Free access to VBA code. If you want to version with free access to code - please send request via e-mail using Contact form.

Products specifications
Subscription active Cloud Services - Subscription Professional
CPU Type x86/x64 with min. 1 GHz or higher with SSE2
Memory 1 GB RAM (for 32-bit version); 2 GB RAM (64-bit version)
Disc space about 3,2 MB free disk space (without large amount of data)
Screensize Screen resolution 1366 x 768
Graphics Hardware graphics acceleration requires a graphics card compatible with DirectX 10
Operational system Windows Vista/7/8
MS Office MS Excel 2007/2010/2013
Other requirements Software requires internet connection in order to work properly.