Portf. Return Simulator
Articles & Papers
High Performance Portfolio Optimizers
Innovative, behavioral finance based Power-Log Optimizer® for asset allocation with normal and non-normal returns, and for optimal call writing.
Large-Scale mean-variance optimizer for very large portfolios.
From a Dedicated User
I am delighted with the Large-Scale Optimizer's speed! It makes it really easy to do long backtests of multiple long-short strategies with over 2,000 names.
Strategic Investment Group
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PC, Linux and Mac.
and subroutine libraries.