Quantitative Portfolio Optimizer (HK)

Since Markowitz published his "Portfolio Selection" on Journal of Finance in June 1952, diversification has been regarded as the only free lunch in financial markets. However, due to the complexity of the portfolio optimization process, not many people could take the full advantage of diversification until now.

Applying the latest BI technology and mobile tablet, we are proud to bring the asset allocation tools to iPad with the Quantitative Portfolio Optimizer (QPO). With QPO, users can rapidly construct a desired optimized portfolio in minutes, rather than days, based on users’ individual return requirement and risk tolerant. Once the targeted portfolio is set, users will be guarded by the auto-pilot buy/sell order suggestion module to keep their portfolio in control regardless of the market movements.

Have your portfolio checked with QPO, and enjoy your free lunch now ! For details, please check out our demo movie.

Feature highlights
* Intelligent star asset search engine (Alpha, Return, Risk, Sharpe Ratio, Beta)
* Real-time stock value tracking and expected return/risk calculation
* Two optimization modes to suit investment objectives (Selected and All mode)
* Intuitive interface for investment level adjustment
* Dynamic Roy's Safety First ratio adjuster
* Target Portfolio Daily VaR
* Real-time portfolio dynamic re-balancer with order suggestion
* Choice of 1-year or 3-year data to suit different investment horizon.
* Optimization up to 14 assets
* Option to override expected return for calculation
* Fast optimization algorithm (guided mutation)
* Probability chart of return distribution.

Product Summary
Quantitative Portfolio Optimizer (QPO) is a complete intuitive system which supports the full life cycle of asset allocation process: portfolio construction, portfolio optimization, portfolio monitoring and portfolio re-balancing.

Portfolio Construction
The rapid asset search screen, Bull-Eye search, could locate target assets rapidly. It supports wild-card search and also by category (Stock, ETF, Mutual Fund), by capital size (Large-cap, Mid-cap, Small-cap), by sectors (Health Care, Technology etc..) ranked by return, risk, Sharpe ratio, Alpha, Beta.

Portfolio Optimization
The portfolio optimization screen shows the portfolio return-risk chart with relevant KPIs. It supports AI automatic portfolio optimization with options of top performance assets or with all assets. The optimized portfolio includes its return and risk values, and indicates the asset mixes and their weightings for visual inspection.

Portfolio Monitoring
The portfolio monitoring screen keeps track of your asset mixes with up-to-date value, and benchmarks their weighting against the targeted optimized weightings.

Portfolio Re-Balancing
In order to limit the risk volatility due to market fluctuation, portfolio should be re-balanced from time to time. The allocation screen gives buy/sell order suggestions so as to maintain the desired targeted return and risk level.

Market Data
QPO data services include 1,000+ investment grade assets in HK stock markets, with a choice of 1-year and 3-year statistics for optimization process.

QPO is designed for sophisticated investors or investment professionals. If you are a Finance student and would like to explore the Modern Portfolio Theory or to learn more about asset allocation process, please try out our Stock Portfolio Optimizer (SPO).

*** NOTE ****
This release comes with 2012 and 2013H1 data services

更新履歴
*** Introduce Portfolio-Asset screen for fast navigation
*** Add Price Alert
*** Introduce risk control features
*** Introduce comparison between current portfolio and target portfolio
KPIs : Return, Risk, Sharpe Ratio, VaR, CVaR, Safety First Ratio
Chart : Asset weighting by sectors
*** Enhance performance