M-V Optimizer
The entry-level M-V Optimizer product is no longer available for purchase, as its maintenance costs now exceed projected sales. For applications developers, website developers, or large-scale
real-time traders, the
MVO Library
is the appropriate choice.
M-V Optimizer is a portfolio optimization package designed for
professional money managers or individual investors, providing
them with sophisticated analytics for rebalancing portfolios.
The technique used by M-V Optimizer is called Mean-Variance
Optimization, developed by Harry Markowitz in the 1950's.
There are two key quantities every investor seeks to control,
return and risk, and we know that the key to controlling risk
is diversification. But it is difficult to reduce your risk
while maintaining the same expected return. M-V Optimizer was
designed specifically to address this asset allocation problem.
The user interface is a Microsoft Excel workbook, while a dynamic
link library based on our versatile
MVO Library
performs the portfolio optimization.
M-V Optimizer's basic features include the ability to
consider up to 250 assets (or asset classes), and
functionality for generating expected returns, volatilities and
correlations using user-supplied time series of returns.
Available as an advanced feature is the consideration of
additional linear constraints, commonly used to place bounds
on a group of assets; for example, you want no more than
30% of your portfolio in energy stocks.
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Retirement Planning