SmartFolio 3.0.68
Most of the mathematical algorithms utilized by SmartFolio have only emerged in the last few years. Many are therefore not to be found in other commercial products. SmartFolio will help you solve a variety of practical tasks including:
- Choose the most appropriate asset allocation according to your goals, market history and future forecasts;
- Analyse risks of your investment portfolio from several persectives (volatility, value-at-risk, shortfall probabilities);
- Select the most adequate portfolio rebalancing strategy, minimizing rebalancing transaction costs.
SmartFolio 3 supports many new features including the Black-Litterman model and walk-forward optimization.
...integrated solution for analysis and modelling of...technical and econometric analysis methods. Statmetrics can...- General statistical analysis - Econometric analysis...- Technical analysis - Portfolio management...- Asset allocation - Risk management...- Charting Window Management Technical Indicators: -...
...The Portfolio Optimization model calculates the optimal...design of the model enables it to...ability to apply optimization analysis to a...portfolio of businesses represents...features of the Portfolio Optimization model include:...optimized portfolio, Restrict analysis to downside risk...simulation, including probability analysis on specified `Target`...
...Theory and Capital Asset Pricing Model (CAPM)...construct the optimal portfolio with/without asset weight...return or Market Portfolio weighting. Also includes...and interpolation procedures, analysis of Efficient Frontier,...Market Portfolio and CML....
...Theory and Capital Asset Pricing Model (CAPM)...construct the optimal portfolio with/without asset weight...return or Market Portfolio weighting. Also includes...and interpolation procedures, analysis of Efficient Frontier,...Market Portfolio and CML....
...is a comprehensive portfolio management and technical...analysis program for individual...MI includes comprehensive portfolio management for up...reinvestments, net worth, asset allocation, etc. The...Other analyses include asset allocation, return-on-investment, return-on-value,...portfolio IRR, and much...