models and fewer erroneous signals when the trend is uncertain. *The Trailing Stop-Loss Indicator helps you find optimal trailing-stop limits *Optimal Trader can make a backward analysis (step-by-step Back Testing) to evaluate the results of following a certain stock with a certain model and certain settings. *Autoselect Models. *Robust Optimization and Robust Parameters. *Diversify your portfolio with Beta Analysis. *Portfolio Risk Management with

portfolio, mutual funds, stock analysis software, charting, forex, stock analysis, technical analysis, trading software, neural networks

Portfolio Optimization - Asset Performance Ranking - Risk-Reward Analysis and Efficient Frontier - Portfolio Risk Analysis (VaR and CVaR) - Target Shortfall Probabilities Analysis - Minimization of Transaction Costs Recently released SmartFolio 3 supports many new features including: - The Black-Litterman model - Walk-forward optimization - Import from Bloomberg Professional - Import from an Excel table - Batch import - Automatic update from all

portfolio optimisation, risk analysis, black litterman model, investment management, portfolio optimization, risk management, value at risk, asset allocation, portfolio management, portfolio analysis, asset ranking

portfolios. The ability to apply optimization analysis to a portfolio of businesses represents an excellent framework for driving capital allocation, investment, and divestment decisions. The key features of the Portfolio Optimization model include: Ease and flexibility of input, with embedded help prompts; Ability to specify the number of units held in each product or business; Specify minimum and maximum constraints for the optimised portfolio;

fund, optimization, optimisation, business, personal, weightings, asset, allocation, portfolio, ratio, sharpe, wealth, optimal

analysis (What-if analysis) Sensitivity Analysis (or Post-Optimization Analysis) studies the manner how the most optimal target solution or function (Output), would be affected by changes in the value of one or more parameters (Input) of a model, while the rest of them remain unchanged. What-if Analysis Manager is your best partner when developing a “WHAT-IF ANALYSIS”; process involving changes in the values of input cells, to see how they would

what if analysis, model analyzer for excel, spreadsheet excel, what if analysis manager, sensitivity analysis, excel spreadsheet, excel add in, excel templates, model software, data analyzer, excel sensitivity analyzer, sheet excel, software analyzer

SmartFolio is a state-of-the-art asset management software for investment professionals and private investors. It contains advanced portfolio optimization and risk management techniques, based on the latest achievements in portfolio theory. The software combines highly advanced and innovative analytics with a user-friendly, intuitive interface, perfectly suited to any level of expertise and experience.

portfolio optimisation, risk analysis, investments, investment, investment management, portfolio optimization, risk management, value at risk, asset allocation, portfolio management, portfolio analysis, asset management, asset ranking

Model (CAPM) to analyze and construct the optimal portfolio with/without asset weight constraints with respect to Markowitz Theory by giving the risk, return or investors utility function; or with respect to CAPM by given the risk, return or Market Portfolio weighting. Also includes Performance Evaluation, extensive auxiliary classes/methods including equation solve and interpolation procedures, analysis of Efficient Frontier, Market Portfolio and

efficient frontier, markowitz theory, market portfolio, optimal portfolio, capm, component, vb net, pricing model, capital asset, performance interpolation