JPortfolioOptimize your algorithms with this tool. | |
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JPortfolio Ranking & Summary
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- License:
- Freeware
- Publisher Name:
- Mehmet Hakan Satman
- Operating Systems:
- Windows All
- File Size:
- 121 KB
JPortfolio Tags
JPortfolio Description
JPortfolio is a handy, easy to use optimization application based on multi-objective genetic algorithms. The program simply searchs for the optimum weight vector of stocks by maximizing the expected return and minimizing the risk of a portfolio. Instead of finding an optimum portfolio, JPortfolio finds more than one solitions on the Pareto frontier. The portfolios on the Pareto frontier dominates any other solutions but they don't dominate themselves. So, one can select a portfolio with a lower risk and higher return or higher risk and lower return from the Pareto frontier.
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