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).