Portfolio Optimization Tool

Optimial Investment Portfolio Planning

Portfolio Optimization Tool

    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


  • 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.


    Portfolio inputs

  • Asset Index
  • Score
  • Sector Index
  • Country Index
  • Price
  • Initial Investments (Units)
  • Trade Limits
  • Min-trade
  • Min-holding
  • Max-holding
  • Benchmark-weight
  • Beta

    Detailed inputs

  • Limit for each country index
  • Limit for each sector index
  • Covariance and Covariance VaR between the assets
  • Excess return for the assets for various period
  • Scenario-wise parameters

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