Free Software Downloads::Business::Investment Tools::Portfolio Optimization

Portfolio Optimization 5.0

Portfolio Optimization screenshot

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.


[Download] (544 K)

Program Details


Released: 2015-04-10
More:All programs by this author
Downloads: 149
License Type: Shareware
Platform: Win98,WinOther,Win2000,WinXP,Win7 x32,Win7 x64,Windows 8,WinVista,WinVista x64,Mac Other,Mac OS X
Homepage: http://www.business-spreadsheets.com/portopt.htm
Price: $26.00 US

Related Listings

   Auction Messenger
Auction Messenger for eBay
   CacheBoost Server Edition
Boost performance with system and cache management of Windows.
   Software Administration Kit
Powerful order administration tool for software authors and e-commerce vendors.
   CacheBoost Professional Edition
Boost system performance and cache-management of Windows XP, NT, 2000.
   MegaUPS
Megatec compatible UPS minidriver for Windows 2000/XP/2003.
   Server Maintenance Portal
Collect hardware and software assets across the network.
   For The Record
Use For The Record to help organize your music record albums and CDs.
   AnalyzerXL Pro
Comprehensive technical analysis library for Microsoft Excel
   PatternStringEngine
Library for lexical analysis of strings
   Easy Directory
Very easy to use personal address manager
   LCL Score it!
LCL Score it! Software to analyse your golf game and tournamentadmistration
   Money Meter
Money Meter is the easy way to track the average employee expense, per second.
   sysCOMP
Remotely compare any two systems on your network.
   App Bar Icons for Windows Phone 7
High-quality application bar icons fully compatible with Windows Phone 7
   TimeCompanion Desktop Edition
Desktop solution for personal time reporting