Description by Publisher
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 innovative analytics with a user-friendly, intuitive interface, perfectly suited to any level of expertise and experience.
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.
