Portfolio Optimization for Excel Datecode 2017.05.23 
 
Excelbusinesstools.com     
   
  
http://i.imgur.com/GeyULzh.png  
   
     
  
The Excel Portfolio Optimization Template establishes optimal capital  weightings for portfolios of financial investments or business assets to  maximize return and minimize drawdown risk. Risk assessment options and  portfolio dynamics can be adjusted to analyze optimization on  portfolios based on specific business requirements, extrapolations and  preferences. Portfolio management is assisted with technical analysis  including indicator parameter optimization with back tested total  returns in order to establish optimal trading strategies at individual  investment and portfolio levels.  
         
 ****** FeatureS *****   
      
    A simple and logical data input and work flow is provided with adaptable options accompanied by integrated help information.  
 
    The input accommodates for up to 100 securities or business cash  flow data from which current portfolio weightings, returns and risk  correlations are calculated. Historical prices for financial security  data can be freely downloaded from the internet with the accompanying  market data download solution.  
 
    The market data solution to download financial security price data  also provides detailed return analysis and statistics to compare two  securities or securities with benchmark indices. 
    Minimum and maximum weighting constraints can be specified for each  asset for the optimized portfolio to reflect obligations and capital  allocation restrictions.  
 
    The correlation matrix and portfolio dynamics calculated from the  input data can be modified before running the optimization process. This  allows for assumptions on future trends and relationships to be  accounted for in the optimal portfolio.  
 
    Portfolio risk for optimization can be based on overall volatility  under the Sharpe ratio or downside risk or semi-deviation below a target  return under Sortino ratio. 
    Optimization can be made on the Sharpe or Sortino ratio as well as  return, risk and the Omega ratio which analyzes the proportion of upside  to downside return magnitude. Results are saved for both minimum and  maximum levels so that resulting portfolios can be loaded and viewed  without requiring additional optimization processes.  
 
    Additional options allow for flexibility and customization of  analysis such as calculating quantities to apply a nominal capital  amount equally to investments and exporting results to a standalone  files. 
    Existing and optimized portfolios can be specified with both Long  and Short positions as either all long, all short or long/short mixed  whereby the optimal mix of long and short positions is identified. 
    The comparison between the current and optimized portfolio is  displayed graphically as well as unit buy and sell quantities required  for each investment in the portfolio. 
    A target return matching the input periodicity can be specified for  which the probability of achieving is calculated and displayed using  Monte Carlo simulation. 
    The rolling back test function allows the specification of periodic  optimizations within the historical time period to analyze the  subsequent effects of the optimizations on the portfolio performance. 
    Technical analysis with Buy and Sell signals and back tested total  return gain is performed for the overall portfolio and each investment.  Configurable technical analysis indicators include: Simple Moving  Average (SMA), Rate of Change (ROC), Moving Average  Convergence/Divergence (MACD), Relative Strength Index (RSI) and  Bollinger Bands. 
    Automatic optimization of technical indicator period constants find  the parameters that maximize back tested return at both individual  investment and overall portfolio levels. 
    Technical analysis results show the comparison of back tested total  returns between no action and signal trading for the total portfolio,  current and optimal portfolio as indices as well as the individual  investments. These results can be used in conjunction with last  observation indicator screening flags and signals to establish optimal  trading strategies for the portfolio.  
       
  http://www.mirrorcreator.com/files/VD49D980/Portfolio_Optimization_for_Excel_-_Datecode_2017.05.23_-_Incl.Keygen_BLiZZARD.rar_links
     
  https://www.solidfiles.com/v/PMZd2BL3qyLDX  
:)