Optimo performs mean-variance portfolio optimization, showing maximum returns at a level of risk, or minimum risk at a target return. Optimo is designed for use with daily data for high fidelity inference, and to permit analysis to focus on recent market behavior.
The Optimo program is available for custom adaptation and license to meet client needs (tailored portfolio sets, custom default values, conditional assumption logic, customized output, etc.)
To enquire about Optimo applications with your own portfolio, you can leave a message back at the Models page, or use the master checklist of Analytix Services. Or call directly anytime, at (603) 643-6430.