Congratulations! You have chosen SmartFolio — one of the most powerful asset allocation and portfolio optimization solutions.
SmartFolio will help you to solve a variety of practical tasks including:
Minimization of transaction costs that arise during rebalancing (see "inaction region" rebalancing This is the most efficient way to rebalance a portfolio when transaction costs are present. Under this type of rebalancing strategy, portfolio is rebalanced only when vector of portfolio weights abandons the Inaction region. When it happens, the investor must transact the minimal amount in appropriate assets to keep portfolio weights from leaving the inaction region.);
Simulation of portfolio insurance strategies.
Many mathematical algorithms utilized in SmartFolio have emerged in the last few years, and are thus used in no other commercial product. SmartFolio has the following unique characteristics (complete list of SmartFolio features can be found here):
Fully supports the multi-period investment paradigm;
The most powerful methods of estimating parameters of risk and return;
Worst-case scenario optimization: the resultant portfolios demonstrate optimal behavior under the worst-case scenario;
Direct simulation of portfolio dynamics with no model assumptions; Why is this important?
Target shortfall probability minimization;
Minimization of transaction costs that arise during rebalancing;
Simulation of portfolio insurance strategies.