Fine-tune your portfolio for optimal performance
What is the Optimizer?
The QuantDesk® Optimizer recommends how to rebalance your cash among a portfolio’s holdings according to a given risk tolerance. The portfolio Optimizer enhances Markowitz’s modern portfolio theory (MVO) by which it incorporates Lucena’s machine learning price and volatility forecast for the assets in the portfolio. In addition, the Optimizer supports the following rules / constraints:
- Minimum and maximum allocation constraints
- Optional alpha inputs
- Optional risk model inputs
- Orientation guidelines such as Long, Short, or Long/Short
How the Optimizer Works
Why use the Optimizer?
available at the time an investment decision would have been made.