Our systems are used by institutional investors such as Merrill Lynch and Toronto Dominion Bank, and also by consulting firms such as Cyrnel International.
Click on the product name to learn more about our portfolio optimization software, and other systems and libraries.
The Large-Scale Portfolio optimizer is very fast quadratic optimizer for long-only, long-short, and market-neutral portfolios with thousands of assets.
The Power-Log Portfolio Optimizer is a non-linear optimizer that is designed to use Power-Log utility functions for constructing portfolios of assets with normal and non-normal return distributions, such as stocks, bonds, options, ETF’s and hedge funds.
Portfolio Return Simulator
Forecasts portfolio return distributions.