The Portfolio Optimization software optimizes capital weightings for financial investments, balancing returns and risk. It sets technical analysis parameters to increase returns through signal trading.
The Portfolio Optimization template is an exceptional tool that is specifically designed to identify the optimal capital weightings for a portfolio of financial investments. One of the most significant benefits of this tool is that it can provide the desired risk and return profile based on the correlation between individual investments. This sophisticated software is highly effective and can be applied to either financial instrument or business stream portfolios with long and short positions.
The user-friendly design of the Portfolio Optimization template is exceptionally intuitive and flexible. The software incorporates helpful icons throughout, to assist with the user's input and interpretation of output results. Additionally, input of historical data for the analysis is supported by options to specify absolute prices or returns, the number of current units held, and a tool to download long time periods of financial market data for securities from the internet.
For advanced users, the Portfolio Optimization template offers advanced optimization options, including setting minimum and maximum constraints for weightings in the optimal portfolio. The software also offers risk analysis options for overall volatility under the Sharpe ratio, downside risk, or semi-deviation under the Sortino ratio, and gain / loss under the Omega ratio. Optimization can also be set to maintain the current level of return and specify a target return for which the probability of attaining is calculated via Monte Carlo simulation.
The results of the portfolio optimization process are displayed in a clear and concise format, including weighting charts and return distributions, as well as information regarding acquisition and liquidation actions required. Technical analysis is provided with back tested total return from signal trading and automatic optimization of technical period constants for each investment or the total portfolio that results in the highest back tested return.
The Portfolio Optimization template is an excellent tool for performing technical analysis; it includes detailed charting and backtesting analysis of several indicators. These indicators include a simple moving average (SMA), rate of change (ROC), moving average convergence/divergence (MACD), relative strength index (RSI) and Bollinger Bands.
Finally, the Portfolio Optimization template is compatible with Excel 97-2013 for Windows and Excel 2011 or 2004 for Mac, making it a cross-platform portfolio optimization solution. In conclusion, this software is an excellent resource for anyone seeking to optimize their portfolio and maximize returns on their investments.
The user-friendly design of the Portfolio Optimization template is exceptionally intuitive and flexible. The software incorporates helpful icons throughout, to assist with the user's input and interpretation of output results. Additionally, input of historical data for the analysis is supported by options to specify absolute prices or returns, the number of current units held, and a tool to download long time periods of financial market data for securities from the internet.
For advanced users, the Portfolio Optimization template offers advanced optimization options, including setting minimum and maximum constraints for weightings in the optimal portfolio. The software also offers risk analysis options for overall volatility under the Sharpe ratio, downside risk, or semi-deviation under the Sortino ratio, and gain / loss under the Omega ratio. Optimization can also be set to maintain the current level of return and specify a target return for which the probability of attaining is calculated via Monte Carlo simulation.
The results of the portfolio optimization process are displayed in a clear and concise format, including weighting charts and return distributions, as well as information regarding acquisition and liquidation actions required. Technical analysis is provided with back tested total return from signal trading and automatic optimization of technical period constants for each investment or the total portfolio that results in the highest back tested return.
The Portfolio Optimization template is an excellent tool for performing technical analysis; it includes detailed charting and backtesting analysis of several indicators. These indicators include a simple moving average (SMA), rate of change (ROC), moving average convergence/divergence (MACD), relative strength index (RSI) and Bollinger Bands.
Finally, the Portfolio Optimization template is compatible with Excel 97-2013 for Windows and Excel 2011 or 2004 for Mac, making it a cross-platform portfolio optimization solution. In conclusion, this software is an excellent resource for anyone seeking to optimize their portfolio and maximize returns on their investments.
What's New
Version 5.2: Compatible with Microsoft Excel 2016 for Windows and Mac