Portfolio Optimization 5.0

Portfolio Optimization 5.0

License:Shareware

Price:$26.00

Size:544.0 KB

Date Added:12 May, 2015

Author: Business Spreadsheets

Category: Business  >  Spreadsheets


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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.

System Requirements: Requires Microsoft Excel 97 or higher

Systems: Mac, Windows, Windows 7, Mac OS, Mac OS X, Mac OS X 10.1, Mac OS X 10.2, Mac OS X 10.3, Mac OS X 10.4, Mac OS X 10.5, Mac OS X 10.6, Mac OS X 10.7, Mac Other, Win2000, WinOther, WinVista, Windows 2000, Windows 98, Windows Vista, Windows Vista Business, Windows Vista Business x64, Windows Vista Enterprise, Windows Vista Enterprise x64, Windows Vista Home Basic, Windows Vista Home Basic x64, Windows Vista Home Premium, Windows Vista Home Premium x64, Windows Vista Starter, Windows Vista Ultimate, Windows Vista Ultimate x64, Windows XP, Win7 x32, Win7 x64

Versions History:

Date Released: Version: Change Info:
2015-04-10 5.0 Save as XLSM feature for recent versions of Excel and enhanced exporting functions.


Tags: excel   portfolio   optimization   management   asset   allocation   analysis   technical   indicators   signals   total   return   risk  

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