CTS Logo
Corporate Technology Solutions
CTS
Article Banner Image
Success Stories

Portfolio Optimizer

Develop an application to be used by retail customers and financial advisors to evaluate portfolios of mutual funds for efficiency.

Project Accomplishments

  • The application can compare a portfolio of funds to the efficient frontier and evaluate areas for portfolio improvement.
  • The application can re-weigh the user's portfolio to achieve an optimized portfolio based on the user's investment objectives.
  • The application can recommend funds that fill deficiencies of exposure needed to reach an efficient portfolio.
  • Implemented several data feeds needed to profile the universe of funds as defined by Lipper.

Project Synopsis

The Portfolio Optimizer was developed to allow investors and financial advisors the ability to analyze the efficiency of a portfolio of mutual funds relative to stated investment objectives. The optimizer graphs the location of a portfolio against an efficient frontier and provides tools for moving the portfolio towards a point on the efficient frontier that yields maximum returns for a specified level of risk.

Technologies

UNIX; Windows NT; CGI; Perl; C/C++; Sybase; SQL; Visual Numerics; Quadratic Optimization; ErWin