Portfolio Optimization 5.2

Operating systemsOS : Windows 2000,Windows XP/2003/2008,Windows 8,Windows Vista,Windows 7,64-bit
Program licensingSoftware Licensing : Shareware ($26.00) Shop
CreatedCreated : Sep 5, 2016
Size downloadDownload size : 0.61 MBytes
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Test result: CLEAN

Portfolio Optimization Template

The Portfolio Optimization by Business Spreadsheets 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 5.2 model enables it to be applied to either financial instrument or business stream portfolios with long and short positions. The Portfolio Optimization [portfoliooptimization5.2.exe] 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 - 0.61MB 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 5.2 solution.
Portfolio Management and Optimal Trading strategy combines asset allocation optimization and technical analysis constant optimization to maximize returns on financial investment portfolios. Portfolio rebalancing incorporates advanced options including risk assessment under Sharpe, Sortino and Omega ratios. Optimal trading strategies are established through back testing of optimized technical indicator constant parameters. Find this Excel business solution at Business Spreadsheets.

What is new in official Portfolio Optimization 5.2 software version? - Compatible with Microsoft Excel 2016 for Windows and Mac. What is expected in the future? Newly-made Portfolio Optimization 5.3 be downloaded from current page, we also looking forward to unconfirmed 5.4 release build. You may download portopt.zip directly, estimated download time by ISDN or CDMA [~128 kbit/s] is 0:00:35. Just write the reviews of the Portfolio Optimization. Buy Portfolio Optimization safely through the one software industry's premier registration commerce providers. System requirements are Requires Microsoft Excel 97 or higher. Program has been scanned and verified by the several antivirus and anti-spyware applications and Portfolio Optimization found to be clean. No guide or Portfolio Optimization tutorial available. The following languages are supported by Portfolio Optimization: English.

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