SmartFolio is a state-of-the-art asset allocation software for investment professionals and private investors. It contains advanced portfolio optimization and risk management techniques, based on the latest achievements in portfolio theory. The software combines highly advanced and innovative analytics with a user-friendly, intuitive interface, perfectly suited to any level of expertise and experience.
Most of the mathematical algorithms utilized by SmartFolio have only emerged in the last few years. Many are therefore not to be found in other commercial products.
SmartFolio will help you solve a variety of practical tasks including:
Advanced Portfolio Optimization
Asset Performance Ranking
Risk-Reward Analysis and Efficient Frontier
Portfolio Risks Analysis (VaR and CVaR)
Target Shortfall Probabilities Analysis
Minimization of Rebalancing Transaction Costs
Recently released SmartFolio 3 supports many new features including:
The Black-Litterman model
Walk-forward optimization
Import from Bloomberg Professional
Import from an Excel table
Batch import
Automatic update from all data sources
Vista support
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