Portfolio Optimization 5.2


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Publisher Description




Portfolio Optimization is a free trial software application from the Investment Tools subcategory, part of the Business category. The app is currently available in English and it was last updated on 2016-09-05. The program can be installed on Win2000, WinXP, Win7 x32, Win7 x64, Windows 8, Windows 10, WinServer, WinOther, WinVista, WinVista x64.

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.

Portfolio Optimization (version 5.2) has a file size of 602.11 KB and is available for download from our website. Just click the green Download button above to start. Until now the program was downloaded 310 times. We already checked that the download link to be safe, however for your own protection we recommend that you scan the downloaded software with your antivirus.

Program Details



General

 
Publisher Business Spreadsheets
Released Date 2016-09-05
Languages English

Category

 
Category Business
Subcategory Investment Tools

System requirements

 
Operating systems windows

Download information

 
File size 602.11 KB
Total downloads 310

Pricing

 
License model Free Trial
Price $26.00

Version History



Here you can find the changelog of Portfolio Optimization since it was posted on our website on 2015-04-26. The latest version is 5.2 and it was updated on soft112.com on 2017-06-23. See below the changes in each version:

version 5.2

posted on 2016-09-05

Compatible with Microsoft Excel 2016 for Windows and Mac

version 1.0

posted on 2006-12-01






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Release Date: 2016-09-05
Publisher: Business Spreadsheets
Operating System: windows