SmartFolio is extremely powerful asset allocation software aimed at all types of quantitatively oriented investors and investment professionals. Simple and intuitive, it contains superior portfolio optimization techniques based on the latest achievements in portfolio theory:
- Find the most appropriate asset allocation according to your investment goals, price history and subjective market views;
- Analyze investment portfolio risks from various perspectives: volatility, Value-at-Risk, target shortfall probabilities;
- Select the most adequate portfolio rebalancing strategy to minimize rebalancing transaction costs;
- Supported analytical methods include the most efficient parameter estimators, robust portfolio optimization, walk-forward portfolio optimization, benchmark tracking, the Black-Litterman model, factor models, historical portfolio simulations, and many others;
- Excel-based - user-friendly, intuitive interface;
- 30-day free trial available from website without annoying registration process;
- Two licensing options: permanent license ($599) and 1-year subscription ($199).
asset allocation - portfolio optimization - portfolio optimizer - risk management - Black-Litterman model - investment management - portfolio analysis - risk analysis - value at risk - asset ranking - portfolio management
Contentwise responsible person: Modern Investment Technologies Ltd, 72/2, Leninsky pr., 119421 Moscow, Russian Federation
Boris Gnedenko, shareware(at)smartfolio(dot)com, Phone: +7 985 2336156