Excel portfolio optimization

Download Excel portfolio optimization

The Excel Portfolio Optimization software helps to give the highest return to the lowest risk by providing the return risk profile and the correlation between the individual investments. Either financial instruments or business stream portfolios can be achieved by using the portfolio optimization model. A very flexible and intuitive model that provides help icons through out to guide with the input and also provides interpretation of the output results.

It is supported by options on input of historical data for analysis which specifies whether absolute price or returns, number of current units held, and a enables a tool to download longtime period of financial market data for securities. The advanced optimization options available includes setting up of maximum and minimum constraints for weightings in the portfolio and risk analysis options for overall volatility under the sharpe ratio, downside risk or semi deviation under the sortino ratio and the gain or loss under the Omega ratio.

Maintaining the current level of return and also to specify a target return is also available by setting up the optimization level. The results obtained in the portfolio can also be depicted by way of charts and return distributions as well as acquisition and liquidation actions. The technical analysis may be provided by way of back tested total return from signal trading and also by automatic optimization of technical parameters.