Portfolio Optimization Tool

Revenue Maximization by optimal investment planning

What is Portfolio Optimization Tool?

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