Portfolio-Optimizers

Our portfolio optimization systems are used by institutional investors such as Merrill Lynch and Toronto Dominion Bank, and also by consulting firms such as Cyrnel International.

 

Large-Scale Optimizer™

LSO-MAX™

The Large-Scale Optimizer is very fast quadratic (mean-variance) portfolio optimizer for long-only, long-short, and market-neutral portfolios with thousands of assets.

 

Power-Log Optimizer®

PLO-MAX™

The Power-Log Optimizer is a non-linear portfolio 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.  It can be used for asset allocation, and for constructing portfolios with individual securities.