Portfolio Optimization Tool
Revenue Maximization by optimal investment planning
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
- Simulated Annealing
- Tabu Search
- Genetic Algorithm
Objective
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.
Portfolio inputs
- Asset Index
- Score
- Sector Index
- Country Index
- Price
- Initial Investments (Units)
- Trade Limits
- Min-trade
- Min-holding
- Max-holding
- Benchmark-weight
- Beta
Detailed inputs
- Limit for each country index
- Limit for each sector index
- Covariance and Covariance VaR between the assets
- Excess return for the assets for various period
- Scenario-wise parameters
