Portfolio Optimization Theory
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...
Platforms: Windows, Mac, Windows 8, Windows 7
|License: Shareware||Cost: $26.00 USD||Size: 544 KB||Download (182): Portfolio Optimization Download|
The Portfolio Optimization model calculates the optimal capital weightings for a basket of investments that gives the highest return for the least risk. The unique design of the model enables it to be applied to either financial instrument or business portfolios. The ability to apply...
|License: Freeware||Size: 121 KB||Download (680): Investment & Business Portfolio Optimization Download|
SmartFolio is a state-of-the-art asset management software for investment professionals and private investors. It contains advanced portfolio optimization and risk management techniques, based on the latest achievements in portfolio theory. The software combines highly advanced and innovative...
|License: Shareware||Cost: $490.00 USD||Size: 8.74 MB||Download (201): SmartFolio Professional Edition Download|
SmartFolio is the most powerful asset allocation software aimed at all types of investors and investment professionals. It contains state-of-the-art portfolio optimization and risk management techniques, based on latest achievements in portfolio theory. The software combines highly advanced and...
|License: Shareware||Cost: $599.00 USD||Size: 11.81 MB||Download (201): SmartFolio Download|
Powerful easy to use portfolio optimization, asset allocation and money management software for investors and traders. Through Monte Carlo simulation it discovers the statistical opportunities and risks behind your results and "what if" ideas. Furthermore it finds your optimal betting percentage...
|License: Shareware||Cost: $70.00 USD||Size: 583.68 KB||Download (27): Trader's Risk Management Guru Download|
A .zip file contains a series of scripts that were used in the MathWorks webinar "Using MATLAB to Develop Portfolio Optimization Models." The scripts generate 3D efficient frontiers for a universe of 44 stocks with time as the third axis. Additional scripts perform various ex-ante and ex-post...
|License: Freeware||Size: 204.8 KB||Download (20): Using MATLAB to Develop Portfolio Optimization Models Download|
The program has been created to support the decision processes in investment management. It will be useful not only for an investor, investment advisor or an asset manager, but also for anyone who intends to enter the world of investments and explore the use of portfolio theory in practice. The...
Platforms: Windows 7, Windows
|License: Demo||Cost: $16.49 USD||Size: 572 KB||Download (25): Tuning Portfolio Download|
The files in this folder solve the optimization case studies described in the paper "VaR vs CVaR in Risk Management and Optimization" by Sarykalin,S., Serraino,G., and Uryasev,S., in Tutorials in Operations Research, INFORMS 2008 (download www.ise.ufl.edu/uryasev/VaR_vs_CVaR_INFORMS.pdf...
|License: Freeware||Size: 225.28 KB||Download (21): VaR vs CVaR in Risk Management and Optimization Download|
The Proptima ProjectSelector calculates an optimal project portfolio or investment portfolio when there is a large number of business opportunities, each opportunity has its costs and profits, and the freedom of choice is limited by the limited resources. One investment or project may have...
|License: Shareware||Cost: $50.00 USD||Size: 902 KB||Download (80): ProjectSelector Download|
The SCE-UA method is a general purpose global optimization program. It was originally developed by Dr. Qingyun Duan as part of his doctoral dissertation work at the Department of Hydrologyand Water Resources, University of Arizona, Tucson, AZ 85721, USA. The dissertation is entitled "A Global...
|License: Freeware||Size: 419.84 KB||Download (36): Shuffled Complex Evolution (SCE-UA) Method Download|
The script steepestdescent.m optimizes a general multi variable real valued function using steepest descent method. During the iterations if optimum step length is not possible then it takes a fixed step length as 0.001. For the theory any good book on optimization techniques can be consulted....
|License: Freeware||Size: 10 KB||Download (19): Steepest descent method Download|
This is a large set of test functions, which may be used to test the effectiveness of global optimization algorithms. Some are rather easy to optimize (rosenbruck, leon, ...), others next to impossible (crosslegtable, bukin6, ...).All the test-functions are taken from either ,  or  (see...
|License: Freeware||Size: 40.96 KB||Download (18): Many testfunctions for global optimizers Download|
This zip file contains the Presentation (PDF) and M-files that were demonstrated in the MathWorks Webinar: Using Genetic Algorithms in Financial Applications delivered on Dec 11 2007.The purpose of the webinar was to highlight how Genetic Algorithms may be used to supplement portfolio...
|License: Freeware||Size: 2.66 MB||Download (22): MathWorks Webinar: Using Genetic Algorithms in Financial Applications Download|
CapSim is an open-source planar physics simulator designed for academic purposes.The main features are:* Simple yet full featured, %100 Matalab code for readability and modifiability, perfect for research.* Planar capsules (a capsule is a segment with a radius) can be connected in arbitrary...
|License: Freeware||Size: 20.48 KB||Download (18): CapSim - the MATLAB physics engine Download|
Please see PORTOPTGADS, by following link 'Published m-files' below.PS. The cool picture is a visualization of Rastrigin's function, taken from Genetic Algorithm and Direct Search Toolbox documentation.
|License: Shareware||Cost: $0.00 USD||Size: 40.96 KB||Download (18): Mean-variance portfolio optimization using GA and PATTERNSEARCH Download|
Exercises and case studies for a rigorous approach to risk- and portfolio-management. This booklet stems from the review sessions of the six-day ARPM bootcamp.Contents include:Advanced multivariate statistics; copula-marginal decompositionAnnualization/projection (FFT, cumulants,...
|License: Freeware||Size: 1.46 MB||Download (22): Exercises in Advanced Risk and Portfolio Management Download|
Files used in the Webinar: Build a Portfolio Analysis Production Application in MATLAB using Object-Oriented Programming Techniques.The focus of this demo is to introduce the design and development of a complete MATLAB application from concept through to completion. The GUI-based tool provides...
|License: Freeware||Size: 522.24 KB||Download (26): Portfolio Optimizer Tool Download|
Free 1-hour search engine optimization crash course on the basics of search engine optimization & how to submit to search engines.
The course is broken down into 10 chapters:
1. What Is Search Engine Optimization?
2. Search Engine Optimization Part 1: Meta Tags
3. Search Engine...
|License: Freeware||Size: 517 KB||Download (473): 1-Hour Search Engine Optimization Download|
The Portfolio Monitoring model enables the ongoing monitoring and periodic valuation of a portfolio of investments. The model allows the entering of investment transactions during a reporting period to calculate performance. Furthermore, incremental investment transactions undertaken during a...
|License: Freeware||Size: 135 KB||Download (1308): Investment Portfolio Monitoring & Valuation Download|
FXChaos is a risk management tool designed for currency traders but can be used with any market. Money management is one of the most important aspects of day trading and this program uses Chaos Theory to model different bottom line possibilities using past performance data.
Input % of past...
|License: Freeware||Size: 192 KB||Download (748): FXChaos Download|