Portfolio Optimization 5.2
Free Trial Version
Publisher Description
The Portfolio Optimization template identifies the optimal capital weightings for a portfolio of financial investments that gives the desired risk and return profile based on the correlation between individual investments. The design of the portfolio optimization model enables it to be applied to either financial instrument or business stream portfolios with long and short positions. The portfolio optimization template is intuitive and flexible with help icons throughout to assist with input and interpretation of output results. Input of historical data for the analysis is supported by options to specify absolute prices or returns, number of current units held and a tool to download long time periods of financial market data for securities from the internet. Advanced optimization options include setting minimum and maximum constraints for weightings in the optimal portfolio and 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 be set to maintain at least the current level of return and specify a target return for which the probability of attaining is calculated via Monte Carlo simulation. The portfolio optimization results are displayed with weighting charts and return distributions as well as 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. Technical analysis indicators with detailed charting and back testing analysis include simple moving average (SMA), rate of change (ROC), moving average convergence/divergence (MACD), relative strength index (RSI) and Bollinger Bands. The template is compatible with Excel 97-2013 for Windows and Excel 2011 or 2004 for Mac as a cross platform portfolio optimization solution.
About Portfolio Optimization
Portfolio Optimization is a free trial software published in the Investment Tools list of programs, part of Business.
This Investment Tools program is available in English. It was last updated on 19 March, 2024. Portfolio Optimization is compatible with the following operating systems: Windows.
The company that develops Portfolio Optimization is Business Spreadsheets. The latest version released by its developer is 5.2. This version was rated by 10 users of our site and has an average rating of 3.1.
The download we have available for Portfolio Optimization has a file size of . Just click the green Download button above to start the downloading process. The program is listed on our website since 2016-09-05 and was downloaded 327 times. We have already checked if the download link is safe, however for your own protection we recommend that you scan the downloaded software with your antivirus. Your antivirus may detect the Portfolio Optimization as malware if the download link is broken.
How to install Portfolio Optimization on your Windows device:
- Click on the Download button on our website. This will start the download from the website of the developer.
- Once the Portfolio Optimization is downloaded click on it to start the setup process (assuming you are on a desktop computer).
- When the installation is finished you should be able to see and run the program.
