Portfolio Optimization 5.2

The Portfolio Optimization template optimizes capital weightings for portfolios of financial investments that maximizes return and minimizes risk. Technical analysis constant parameters are optimized to maximize back tested returns on signal trading.

Product Specifications

Download
Purchase for $26.00
User Rating:

item has less then 1 vote
FileCart Rating
Submitted by:
Homepage Visit Homepage
License Shareware
Expires 30 Days
Price $26.00
Downloads 577
OS Support Windows Install and Uninstall
File Name excel_portopt.zip
File Size 0.61 MB ( 622 KB )
Published Aug 11, 2003 (18 years ago)
Updated Jan 11, 2017 (4 years ago)

Follow Us!

Please like us on facebook!

Latest Searches

MBOX to PST Converter Full Version 5 minutes ago
Maiar 3 hours ago
Retail Man POS 3 hours ago
Luxea Video Editor 3 hours ago
Tab Writer 4 hours ago
Monitor245 4 hours ago
SpyAgent 4 hours ago
EaseeControl 4 hours ago
LinkAssistant Enterprise 4 hours ago
RPM Remote Print Manager Elite 64 Bit 4 hours ago

Popular Searches

id cards 363 times
Antamedia HotSpot Software 149 times
ACDSee 136 times
Photovoltaic System 132 times
VyprVPN for Mac 131 times
Database Workbench Pro 130 times
nanoCAD Plus 129 times
Elcomsoft eXplorer for WhatsApp 128 times
ACDSee Ultimate 127 times
Dwyco VideoChat Community 126 times

Product Details

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.

Requirements: Requires Microsoft Excel 97 or higher
Release Info: Major Update on Sep 05, 2016
Release Notes: Compatible with Microsoft Excel 2016 for Windows and Mac
Related Tags: Excel portfolio optimization management asset

Reviews

You must be logged in to write a review

Reviews of Portfolio Optimization 5.2

You can be the first to write a review of Portfolio Optimization!

Other products submitted by this publisher

Bond Yield Calculator

The Bond Yield to Maturity calculator for Excel and OpenOffice Calc enables the automatic generation of scheduled bond payments and the calculation of resulting yield to maturity.

Investment and Business Valuation

The Investment and Business Valuation template is ideal for evaluating a wide range of investment, financial analysis and business case scenarios. Analysis performed includes accounting impact, Economic Value Added, and NPV of cash flows.

Invoice Template for Excel

The invoice template for Excel is a complete customer invoicing system with ability to store created invoices, products and customer details, manage inventory and perform advanced order sales reporting.

Portfolio Performance Monitoring

The Portfolio Performance Monitoring template enables the ongoing monitoring and periodic valuation for portfolios of financial investments. Amount and timing of investment and divestment transactions are accounted for in performance calculations.

Project Planning and Management

The Project Planning and Management template is designed as a generic solution to plan and manage any project from start to finish. Automated features include Gantt scheduling, participant workbook creation and progress update from remote files.