(sometimes we provide two download links because it may happen that the main server / link is overloaded or slow or non responding - the files are identical. Just choose one, save to the Desktop, double click to install)
Disclaimer: to our best knowledge this download comes from a website that is
safe (the last time we checked it, it was), but for your peace of mind (and better safe than sorry) we advise you to run an
antivirus on the downloaded file. Do not rely on MSWindows, Internet explorer, or on the electronic signature: a unsigned download is usually as safe as a signed one, signed just means the author paid Microsoft or Verisign for a stamp, it does not mean verified. Please kindly
report us problems with detail (click here to report), if any.
The Portfolio Optimization template calculates the optimal capital weightings for a portfolio of investments that produces the highest return for the lowest risk. Additional technical analysis provides the ability to optimize trading strategies based on technical indicator parameters that produce the highest total return on back tested Buy and Sell signal trading.
(
Portfolio optimization and technical analysis for managing financial investments)
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.
Excel software, portfolio software, optimization software, management software, asset software, allocation software
Click here to start the download