SmartFolio is a state-of-the-art asset allocation software aimed at all types of investors and investment professionals. It contains advanced portfolio optimization and risk management algorithms, based on latest achievements in portfolio theory.
Sep 13, 2011 19:57:36
Windows ME, Windows NT, Windows 2000, Windows XP, Windows Vista
Description: SmartFolio is extremely powerful asset allocation software aimed at all types of quantitatively oriented investors and investment professionals. Simple and intuitive, it contains superior portfolio optimization techniques based on the latest achievements in portfolio theory:
- Find the most appropriate asset allocation according to your investment goals, price history and subjective market views;
- Analyze investment portfolio risks from various perspectives: volatility, Value-at-Risk, target shortfall probabilities;
- Select the most adequate portfolio rebalancing strategy to minimize rebalancing transaction costs;
- Supported analytical methods include the most efficient parameter estimators, robust portfolio optimization, walk-forward portfolio optimization, benchmark tracking, the Black-Litterman model, factor models, historical portfolio simulations, and many others;
Portfolio Optimization 1.0 The Portfolio Optimization model calculates the optimal capital weightings for a basket of financial investments that gives the highest return for the least risk. Results display
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