Download Portfolio Optimization 3.0

Hodosoft Windows Business Investment Tools Portfolio Optimization
Portfolio Optimization 3.0
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General Info

Price: 26.00 USD (Buy Now)

Hits: 99 visitors

Publisher: Business Spreadsheets - Excel Templates

OS Support: Win7 x32, Win7 x64, Windows Vista, Windows 2000, Windows 98, Windows XP

License: Shareware

Date added: 03 Jul 2012

Last Update: 21 May 2012

Downloads:: 28

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Publisher's description

Determining optimal weightings for a portfolio of financial assets or businesses

The Portfolio Optimization template identifies the optimal capital weightings for a portfolio of financial investments that gives the highest return for the lowest risk based on the return risk profile and correlation between individual investments. The design of the portfolio optimization model enables it to be applied to either financial instrument or business stream portfolios. 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 97-2010 for Windows and Excel 2011 or 2004 for Mac as a cross platform portfolio optimization solution.

Changes on the new version:
The Omega ratio has been integrated. Technical analysis has been added with ability to optimize constant parameters with charting of simple moving average, rate of change, moving average convergence/divergence, relative strength and Bollinger bands. Optimization on both long and short portfolios.


Available Translations:None

Version History

Version 3.0 added on: 03 Jul 2012
Version 2.0 added on: 14 Jan 2012


Related Tags:

    Excel          portfolio          optimisation          optimization          management          asset          allocation          personal          wealth          fund          sharpe          ratio          risk          optimal          weightings          return          capital          analysis          business      

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