Portfolio Optimizer Software. Automatically calculates the best asset combination for a given portfolio, expected return, risk and Sharpe ratio. Performs Monte Carlo simulation of thousands of different portfolios.

Features

  • Automatic download of assets historical prices
  • Monte Carlo simulation of thousands of different portfolios combinations
  • Simulation plot showing portfolio efficient frontier
  • Sharpe ratio calculation for best portfolio
  • Risk Analysis
  • What-if analysis

Project Samples

Portfolio Return vs Risk

Project Activity

See All Activity >

License

GNU General Public License version 2.0 (GPLv2)

Follow Portfolio Optimizer Software (POS)

Portfolio Optimizer Software (POS) Web Site

Other Useful Business Software
Your top-rated shield against malware and online scams | Avast Free Antivirus Icon
Your top-rated shield against malware and online scams | Avast Free Antivirus

Browse and email in peace, supported by clever AI

Our antivirus software scans for security and performance issues and helps you to fix them instantly. It also protects you in real time by analyzing unknown files before they reach your desktop PC or laptop — all for free.
Free Download

Additional Project Details

Operating Systems

Linux, BSD, Windows

Languages

English

Intended Audience

Financial and Insurance Industry, Management

Programming Language

Python, Java

Registered

2010-09-24
Report inappropriate content