Portfolio Optimization
Portfolio Optimization
5.0
5.0
0.0
HomeBusinessSpreadsheetsPortfolio Optimization
Portfolio Optimization free download for Mac

Portfolio Optimization for Mac5.0

02 November 2014

Excel template calculates optimal capital weightings.

What is Portfolio Optimization for Mac

The Portfolio Optimization template identifies the optimal capital weightings for a portfolio of financial investments that gives the highest return for the lowest risk based on the return risk profile and correlation between individual investments. The design of the portfolio optimization model enables it to be applied to either financial instrument or business stream portfolios. The portfolio optimization template is intuitive and flexible with help icons throughout to assist with input and interpretation of output results. Input of historical data for the analysis is supported by options to specify absolute prices or returns, number of current units held and a tool to download long time periods of financial market data for securities from the internet. Advanced optimization options include setting minimum and maximum constraints for weightings in the optimal portfolio and risk analysis options for overall volatility under the Sharpe ratio, downside risk or semi-deviation under the Sortino ratio and gain/loss under the Omega ratio. Optimization can be set to maintain at least the current level of return and specify a target return for which the probability of attaining is calculated via Monte Carlo simulation. The portfolio optimization results are displayed with weighting charts and return distributions as well as acquisition and liquidation actions required. Technical analysis is provided with back tested total return from signal trading and automatic optimization of technical period constants for each investment or the total portfolio that results in the highest back tested return. Technical analysis indicators with detailed charting and back testing analysis include simple moving average (SMA), rate of change (ROC), moving average convergence/divergence (MACD), relative strength index (RSI) and Bollinger Bands.

What's new in Portfolio Optimization

Version 5.0:
  • Enhanced exporting functionality
  • Conversion to XLSM for current and future version of Excel for Mac
  • Tested for Yosemite compatibility
Try our new feature and write a detailed review about Portfolio Optimization. All reviews will be posted soon.
Write your thoughts in our old-fashioned comment
MacUpdate Comment Policy. We strongly recommend leaving comments, however comments with abusive words, bullying, personal attacks of any type will be moderated.
0.0
(0 Reviews of )
There are no reviews yet
FinanceMac
FinanceMac
Jan 9 2012
2.1
5.0
Jan 9 2012
5.0
Version: 2.1
Works on Windows version of Excel as well which makes it a nice cross platform solution. A bit slow on the Mac though.
$26.00
5.0
0.0
App requirements: 
  • Intel 64
  • Intel 32
  • PPC 64
  • PPC 32
  • Mac OS X 10.5.0 or later
  • Excel 2004 or higher for Mac

Downloaded & Installed 3,074 times

How would you rate Portfolio Optimization?
Similar apps
Be the first one to propose an app
similar to Portfolio Optimization.