Portfolio
Optimizer
How It Works
Better Performance / Lower Risk

Professional traders outperform the market because, mainly, they diversify their portfolios instead of concentrating their attention on a single security. Our new portfolio optimization tool allows doing exactly that. Retail investors now have the ability to create optimal portfolios across a number of securities and determine how to combine them in the most profitable way.
 

Unlike other providers, we deliver allocation calculations on a daily basis, rather than on a monthly or yearly basis. This allows customers to rapidly respond and adapt to changing market conditions.

Optimal Allocation

Start by selecting any number of securities and a period. The tool will give you the securities that correspond to three types of portfolios: Minimum Risk, Maximum Returns, and Equal Allocation. In each of these portfolios, it will also show the daily and annual returns and risks (*). 

 

  • Minimum Risk: Produces a portfolio with such a low risk that no other combination of the same securities can beat.

  • Maximum Returns: Produces a portfolio with the highest Sharpe ratio (a favorite among investors)

  • Equal Allocation: Produces a portfolio that places an equal amount of funds in each security (the simplest but usually a low-performing strategy).


(*) We use the standard deviation of the returns to calculate risk.

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The performance demonstrates the percentage of times that returns exceeded zero (win vs loss ratio). Stocks sampled included AAPL, AMZN, FB, IBM, MSFT, NVDA for a period of 5 days considering 15-minute bars (Ref. March 22 to 26, 2021).

Stock Picks

Outperform yourself! Use returns and risk to narrow down your selection and respond to market conditions.

A summary of the performance calculations are delivered using current price data. Daily and Annual returns are both included as part of this calculation.

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Installation Video