Optimized Portfolio Management

With Insightful’s innovative optimized portfolio management solution, you can streamline the portfolio construction, optimization, and backtesting functions, while delivering superior risk-adjusted returns on either client portfolios or internal treasury portfolios.

Insightful’s Optimized Portfolio Management solution provides a statistically rigorous software framework to optimize a financial portfolio, using techniques ranging from the classic mean-variance approach to more complex objective functions involving logarithmic returns and coherent risk measures such as expected shortfall.

* Achieve competitive advantage by seamlessly integrating the portfolio construction, testing, and optimization, and reporting workflow

* Rapidly prototype and test out portfolio models

* Handle large number of asset types

* Free up quants from redundant tasks - such as re-running analysis with a different date range, different set of inputs – to develop new models, develop trading strategies, and more value-added tasks

* Replace spreadsheets with a workflow solution that is scalable and allows collaboration

* Flexibly and rapidly implement multiple models using different risk-return objectives

The Optimized Portfolio Management solution from Insightful can help your organization gain an edge by providing advanced optimization techniques, a scalable statistical and financial function library that let’s you analyze and study time-series data, backtest your portfolios, and generate a variety of performance reports.

Statistical analysis software