RISKO - CVX

AUTOMATE PORTFOLIO OPTIMIZATION AND SIMULATION WORKFLOW

OptiFolio offers an integrated and highly visual environment for constrained portfolio optimization and simulation.

Employing OptiFolio you can integrate the capture of historical market data, the configuration of asset groups and investment limits, the management and comparison of portfolios, the generation of optimum benchmarks, the evaluation of limit compliance, and more.

OptiFolio is the most convenient tool to optimize investment portfolios. It uses powerful non-linear constrained global optimiztion algorithms. This allows you not only to find the optimum portfolio composition, it also lets you visualize the efficient frontier and the whole profile of the feasible investment area. Visually discover how the introduction of constraints affects the shape and size of the feasible area and moves the position of the efficient frontier.

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OptiFolio web page

OPTIFOLIO
KEY FEATURES

Streamlined high-productivity interface.
Read information from MS Excel® and comma or tab-delimited files.
Easily import data matrices created with other applications, such as MatLab® or SciPad®
Create asset groups and define limits that can capture the investment rules and legal contraints faced by your organization.
Evaluate the compliance of limits for any user-defined portfolio.
Perform portfolio optimizations in record time, analyzing millions of portfolios per second.
Change portfolio model assumptions (expected return, variances, correlations, etc.) or have them calculated automatically.
Apply classical (Markowitz) models and contemporary models based on Conditional Value-at-Risk as a measure of risk.
Generate presentation-quality charts.
Apply Monte-Carlo forecasting modes using best fit distributions identified within the same application.