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.
- 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)
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.