May 8, 2018
Portfolio Optimization Tool
What is Portfolio Optimization Tool?
Portfolio Optimization Tool is a state-of-the-art tool for portfolio managers to arrive at the most profitable portfolio while meeting all business constraints. It uses the following heuristics to arrive at the optimal profitable portfolio .
Maximize expected return by using optimization heuristics to solve portfolio optimization problems with different measures of risk (Variance, Semi-variance & VaR) and multiple real-world constraints like Budget, Holding size for each asset, Trade limits for each asset, Cardinality, Round lots, Short Sales, Turnover, Beta etc.
