Portfolio Optimization for Asset Allocation and Rebalancing

The portfolio optimization module provides various options for risk quantification including overall risk under the Sharpe ratio, downside or semi deviation under the Sortino ratio or analysis of gains to losses under the Omega ratio. 

Results of the portfolio optimization are displayed with total return comparison charts and trading required for rebalancing to the optimal portfolio weightings.

The technical analysis module analyzes the value added total return from signal trading on five key technical indicators: simple moving average, rate of change, moving average convergence divergence, relative strength index and Bollinger bands.

The time period constant parameters for each of the technical indicators can be automatically optimized to establish the optimal trading strategy that provides the maximum total return for the portfolio. 

Periodic processing of the weighting and technical analysis optimization provides a concise and automated solution for portfolio management and optimal trading strategy. 

The additional download market data tool allows to download and align stock price and index levels for input into the portfolio optimization model.