Efficient Frontier Generation:
Generate efficient frontier curves for portfolios up to 100 positions in size. Choose from flexible
historical data sets. Plot your existing portfolios to compare their distance from the efficient frontier. Examine
in full detail the individual allocation of each efficient portfolio generated by the system.
Minimum Variance Optimization:
Find the analytical minimum variance portfolio for a given set of efficient allocations. Plot the solution
along the efficient frontier. Generate detailed allocation, expected return, and volatility for the given optimized portfolio.
Constrained-Efficient Frontier
Looking to impose fundamental restrictions on your optimization process? The RiskAPI Efficient Frontier Optimizer
allows you to do just that. Set max and min position limits for each holding, or set global limits for the entire portfolio.
Sector limits are also available, enabling the restriction of concentration in any given market sector with user-defined
maximum and minimum limits. A perfect tool for long-only managers looking to optimize their holdings.
