Portfolio Optimizers

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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™


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®


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

"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.

Tim O'Hara
Strategic Investment Group

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