Portfolio Optimization Software

B

Bogwaluth

I was wondering if anyone knew of a software package that would optimizer a portfolio when given, say, 10 stocks to work with.

What I mean is: Not that the software would tell me the optimal combo of those 10 stocks, but what the optimal combo would be from those 10 stocks, even if only 2 of them produced the optimal combo.

Thanks.

B

Class project on portfolio theory.
 
IB has a very nice portfolio balancing window/feature

i manage a fair amount of OPM and i use it every day to rebalance portfolios.

combining their basket trader functionality with the portfolio balancing feature is quite nice

it will also autosize orders to the portfolio %age you request.
 
Quote from whitster:

IB has a very nice portfolio balancing window/feature

i manage a fair amount of OPM and i use it every day to rebalance portfolios.

combining their basket trader functionality with the portfolio balancing feature is quite nice

it will also autosize orders to the portfolio %age you request.
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Wrong -- IB Portfolio trader has nothing to do with portfolio optimization.
 
yes, it does

IB portfolio balance allows you to more easily see the breakdown of your portfolio, which helps you to optimize it

hth
 
Quote from Bogwaluth:

I was wondering if anyone knew of a software package that would optimizer a portfolio when given, say, 10 stocks to work with.

What I mean is: Not that the software would tell me the optimal combo of those 10 stocks, but what the optimal combo would be from those 10 stocks, even if only 2 of them produced the optimal combo.

Thanks.

B

Class project on portfolio theory.
More...

If you mean portfolio optimization through quadratic programming, there are some R packages that do this (all free):
"quadprog"
"LowRankQP"

see www.r-project.org for more info
 
Quote from whitster:

yes, it does

IB portfolio balance allows you to more easily see the breakdown of your portfolio, which helps you to optimize it

hth
More...

You're an idiot who obviously doesn't even know what optimization is -- again, it has nothing to do with portfolio optimization.
 
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