HOME BusinessSpreadsheets Portfolio Optimization

Portfolio Optimization 5.0

Description of Portfolio Optimization 5.0:
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.

Supported OS: WinVista x64, WinVista, WinOther, Windows XP, Windows Vista Ultimate x64, Windows Vista Ultimate, Windows Vista Starter, Windows Vista Home Premium x64, Windows Vista Home Premium, Windows Vista Home Basic x64, Windows Vista Home Basic, Windows Vista Enterprise x64, Windows Vista Enterprise, Windows Vista Business x64, Windows Vista Business, Windows 98, Windows 8, Windows 2000, Win7 x64, Win7 x32, Win2000, Mac OS X 10.8, Mac OS X 10.7, Mac OS X 10.6, Mac OS X 10.5, Mac OS X 10.4, Mac OS X 10.3, Mac OS X 10.2, Mac OS X 10.1, Mac OS X

System Req: Requires Microsoft Excel 97 or higher

User reviews: Portfolio Optimization Download

Name: *
Email:
Review: *

 

Popular terms of download Portfolio Optimization:

Software downloads related to Portfolio Optimization

SmartFolio
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. more info download

Excel VBA Models Set 1 XL-VBA
Excel VBA Models Open Source Code Learning Tool - Finance and Statistics Models Set Are you having difficulty understanding how to do finance and statistics within Excel? more info download

Excel VBA Models Set 1
Excel VBA Models with Open Source Code:1. Standard Deviation and Mean2. Lotto Number Generator3. Playing Card Probability4. Normal Random Number 5. Monte Carlo Integration6. Black-Scholes Option Pricing Model7. Binomial Option Pricing Model 8.... more info download

Excel VBA Models Combo Set XL-VBA4
The Excel VBA Models Open Source Code Combo Set contains 37 programs in finance, statistics, option pricing models, and numerical methods in open source code. Programs include Distribution 12 Random Number Generator, 6 Option Pricing Models, 3... more info download

1st Position - Search engine optimization software
Search engine optimization software with Keyword Analyzer & HTML Doorway page generator for top search engine positioning. more info download

FXWitz Flash Photo Portfolio
Makes, Publish online, Update Your Multimedia Portfolio with the images of new works every time you desire at zero cost independently all in Flash with a few click. From today You can: Have yours work on-line, Take advantage from the new... more info download

Web Optimization Angel Pro
Web Optimization Angel Pro: New generation website seo optimisation tool, search engine ranking web site optimization software that helps you to easy to get better position more info download

Web Optimization Angel Pro 2005.6.2
Web Optimization Angel: Top 10 website search engine optimization toolEasy to improve your site's rank by optimizing the most important ranking factors. Generate 45 search engine ranking factors for every keyword. Provide top 10 search engine... more info download

Investment Portfolio Management
OTrader 4.1 is a streamlined, easy-to-use portfolio management tool for stock, option, warrant, future and CFD traders. more info download

Infima Jpeg Optimization SDK
Recompress and Optimize JPEG files by an average of 30% without causing any addition loss in image quality. Infima Jpeg Optimization SDK introduces a new method for preprocessing and optimizing JPEG images before they are compressed. more info download

Cozy Restaurant Reservation for Workgroup
This is a more powerful version of Cozy Restaurant Reservation, with all of the features of the standard version, but with the additional capability to share data in real time over the network. more info download

LANoi Pro
LANoi pro helps simplify networking in an otherwise complex world of IP addresses, ports and dialog boxes, all of which confuse and sometimes even prevent the user from properly enjoying the features of remotely accessing the PC. more info download

News related to Portfolio Optimization

SAP Updates the Enterprise Information Management Portfolio to Deliver Information Excellence - insideBIGDATA
insideBIGDATA
SAP SE (NYSE: SAP) announced innovations in the enterprise information management (EIM) portfolio to help customers better manage and use their data for digital transformation, cloud, Big Data, the Internet of Things (IoT),...
Hexagon Geospatial Launches Power Portfolio 2018 - GlobeNewswire (press release)
GlobeNewswire (press release)
NORCROSS, Ga., March 01, 2018 (GLOBE NEWSWIRE) -- Hexagon Geospatial announces the official release of POWER PORTFOLIO 2018. The Power Portfolio helps a wide range of customers Shape Smart Change by providing...
Windows Movie Maker Scam spreads massively due to high Google ranking - We Live Security (blog)
We Live Security (blog)
The spread of the scam (which itself is far from new) has been boosted by search engine optimization of the crooks' website, as well as continuing demand for Windows Movie Maker, Microsoft's free video...
UB receives prestigious IBM award for 'green internet' collaboration - UB News Center
UB News Center
For GreenDataFlow, the researchers will develop new power consumption models and optimization algorithms that will be folded into software designed to be incorporated into Firefox, Safari and other internet browsers. Users...
Lift Your Portfolio To New Heights With Drone Tech - Seeking Alpha
Seeking Alpha
Design of the controller/ground station
Splunk Hits 52-Week High, Software Adoption Rate Improves - Nasdaq
Nasdaq
The company is benefiting from rapid adoption of its software, expanding product portfolio, strong partner base and accretive acquisitions. Notably, the stock has returned 65% in a year, substantially better than the industry...
2NDGEAR Expands Portfolio with Newline Interactive TRUTOUCH Interactive Displays - GlobeNewswire (press release)
GlobeNewswire (press release)
With a built-in Android system standard on every display, users can interact without the need to connect external devices or download additional software - allowing for ease of collaboration and communication.
IPhone addiction may be a virtue, not a vice for investors - Reuters
Reuters
Kim Forrest, senior portfolio manager and vice president at Fort Pitt Capital Group, agreed that companies like Facebook, Twitter Inc (TWTR.N) and Snap Inc (SNAP.N) might be more at risk than Apple if investors and regulators push...
Envestnet | Tamarac Introduces Enhanced Document Vault File-Storage System for its Award-Winning Client Portal - PR Newswire (press release)
PR Newswire (press release)
Envestnet enables financial advisors to better manage client outcomes and strengthen their practices. Institutional-quality research and advanced portfolio solutions are provided through Envestnet | PMC, our...
Envestnet | Tamarac Introduces Enhanced Document Vault File-Storage System for its Award-Winning Client Portal - Markets Insider
Markets Insider
Envestnet enables financial advisors to better manage client outcomes and strengthen their practices. Institutional-quality research and advanced portfolio solutions are provided through Envestnet | PMC, our Portfolio...