Portfolio inputs
- Asset Index
- Score
- Sector & Country Index
- Price
- Initial Investments (Units)
- Trade Limits
- Min-trade
- Min-holding
- Min-holding
- Benchmark-weight
- Beta
Portfolio inputs
- Maximize expected return by using optimization heuristics to solve portfolio optimization problems with different measures of risk (Variance, Semi-variance & VaR) and multiple real-world constraints like Budget, Holding size for each asset, Trade limits for each asset, Cardinality, Round lots, Short Sales, Turnover, Beta etc.
Solution
- The portfolio optimization tool is a state-of-the-art tool for portfolio managers to arrive at the most profitable portfolio while meeting all business constraints. It uses the following heuristics to arrive at the optimal profitable portfolio
- Simulated Annealing
- Tabu Search
- Genetic Algorithm
Project information
Techniques
Mathematical Optimization
Client
Leading Broadcasters in India
Industries
Financial Services
Location
India
Other inputs
- Limits for country indices
- Limit for sector indices
- Covariance matrix and VAR of assets
- Returns of the assets in various historical periods
- Others
What we build, how it performs - Explore our work!
Would love to hear your thoughts!
