Product / Optimisation
Build the portfolio the maths prefers.
It is a constraint-based optimiser that runs over your real holdings. You choose an objective, set your bounds and get target weights along with the trades to reach them.
01 · OBJECTIVES
Objectives
Min-variance, max-return, max-Sharpe, target-return, target-risk and risk-parity. It is one engine offering six different views of the very same book.
02 · CONSTRAINTS
Constraints
Per-asset bounds, global weight caps and group limits. You can go long-only or allow shorting, stay fully invested or hold some cash.
03 · EFFICIENT FRONTIER
Efficient frontier
Plot the full set of optimal risk and return trade-offs, then place your current portfolio against it.
04 · TRADE GENERATION
Trade generation
Turn a target into concrete trades. The engine stays aware of transaction costs, and a no-trade drift band means small moves do not churn the book.