Optimization
Optimization
Explore risk vs. return trade-offs based on historical or forecasted returns. Optimize portfolios based on mean-variance, conditional value-at-risk (CVaR), risk-return ratios, or drawdowns.

Max Sharpe Ratio
Maximize the risk-adjusted performance for each period based upon the past time period(s).
Minimize Variance
Minimize the portfolio volatility based upon the past time period(s).
Minimize CVaR
Optimize the portfolio to minimize the expected tail loss based on the past time period(s) .
Risk Parity
Equalize the risk contribution of portfolio assets based on the past time period(s).