Based on the Modern Portfolio Theory, Stock portfolio optimizer facilitates users to construct an optimal stock portfolio by altering the weighting of stock mixes in portfolio. The optimization strategy is choosing low correlated stocks to low the risk level of portfolio to achieve the best return to risk ratio.
Two common allocation strategies are : 1) maximize profit with predefined risk constraint, or 2) Minimize risk with a given required return.
Further, Stock Portfolio Optimizer (SPO) allows users varying the weighting of the cash and optimal portfolio to construct CAL.
Back-Tester
The Back-tester is a new module which enables users back-testing the targeted portfolio against the current portfolio.
Features:
•Choice of duration : 3-month, 6-month and 12-month
For investment professionals, please check out our product Alpha Trading Desk (ATD) instead.