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Software features
Data Management
Import data from standard files
Import data from the web
Generate historical returns
Edit model assumptions for returns, covariances and correlations
Produce presentation quality charts
Groups and limits
Enter asset groups and group categories
Enter investment limits and limit categories
Groups and limits can be easily imported and exported
Ten types of limits are available
Position limits apply to assets or groups
Constrain the weights of one asset/group vs. another
Limit total risk and return
Limit total or individual turnover
Portfolio optimization
Apply quasi-stochastic and stochastic optimization methods
Find global optimums even with numerous and complex constraints
Report the composition of each point along the efficient frontier
Save optimum portfolios for further analysis
Performance statistics
Calculate expected return, standard deviation and Conditional Value-at-Risk
Use multivariate copulas to forecast the performance of any portfolio
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Videos
Video walkthrough (5 minutes)
Video introductorio en español (5 minutos)
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Videos
OptiFolio tour
A brief introduction to OptiFolio
Video walkthrough (5 minutes)
|
Video introductorio en español (5 minutos)
