This module offers a user-friendly interface to operate in a simple manner an extremely sophisticated optimization algorithm. Some of the features include:

Efficient Frontier
Applies the Markowitz model over a defined set of stocks to find the best portfolios relative to Risk X Return (i.e., those portfolios lying on the Efficient Frontier).

Optimize existing portfolios
Determines the necessary buy and/or sell operations to improve the Risk x Return characteristics of existing portfolios, (i.e., optimizes real portfolios).

Benchmark
Plots the Efficient Frontier relative to Tracking Error X Active Return for any benchmark selected by the user (Active Return is the return over and above the market average, and Tracking Error is a measure of risk relative to the market average).

Constraints
Enables the user to specify constraints over the portfolio composition by specifying minimum and maximum weights for each stock, sector, or other variables such as debt, return on equity, and others.

Indicators
Calculate key portfolio performance indicators including Sharpe, VAR, Treynor, and many more.

No database maintenance required
Integrates data from Economatica’s database so no data importation from external sources is required.