Free download SmartFolio

SmartFolio

3.0.68
State-of-the-art asset allocation software aimed at all types of investors and investment professionals
Free Download
User rating
5.5/10
11 votes
License
Shareware
OS
Windows
Developer
Modern Investment Technologies
Version
3.0.68
File size
13.8 MB
Language
English
Release date
16 January 2010

Editor's review

SmartFolio is state-of-the-art asset management software for investment professionals and private investors. It contains advanced portfolio optimization and risk management algorithms, based on the latest achievements in portfolio theory.

Pros: SmartFolio is an advanced, easy to use analytical tool for portfolio analysis and management of investment portfolios according to the investor’s risk profile. Investment professionals and private investors can use the software to make meaningful investments decisions. SmartFolio is a state-of-the-art asset allocation software for investment professionals and private investors. SmartFolio contains advanced asset allocation, portfolio optimization and risk management techniques. These techniques are based on advancements of portfolio theory. These mathematical techniques are from the developments in the last few years.

Techniques lead to practical indicators that help in advanced portfolio optimization, asset performance ranking, risk-reward Analysis and efficient frontier, portfolio risk analysis (VaR and CVaR), target shortfall probabilities analysis, minimization of transaction costs etc. The application has been upgraded to include the functionalities of Black-Litterman model, walk-forward optimization, import from Bloomberg Professional, import from an Excel table, batch import, and automatic update from all data sources. It supports multi-period investment paradigm and supports portfolios that feature assets with non-Gaussian distribution of returns or non-linear inter-dependencies such as options and hedge funds. Other major functionalities are portfolio construction, estimation of parameters, portfolio optimization, historical simulations and data management. The application is supported on Vista also.

Cons: No issues.

Overall: Rich set of features, strong analysis functionalities, ease of us combine together to make this a top grade 5 star item.

Publisher's description

SmartFolio is the most powerful asset allocation software aimed at all types of investors and investment professionals. It contains state-of-the-art portfolio optimization and risk management techniques, based on latest achievements in portfolio theory. The software combines highly advanced and innovative analytics with a user-friendly, intuitive interface, perfectly suited to any level of expertise and experience.
Most of the mathematical algorithms utilized by SmartFolio have only emerged in the last few years. Many are therefore not to be found in other commercial products. SmartFolio will help you solve a variety of practical tasks including:
- Choose the most appropriate asset allocation according to your goals, market history and future forecasts;
- Analyse risks of your investment portfolio from several persectives (volatility, value-at-risk, shortfall probabilities);

- Select the most adequate portfolio rebalancing strategy, minimizing rebalancing transaction costs.

SmartFolio 3 supports many new features including the Black-Litterman model and walk-forward optimization.
SmartFolio
SmartFolio
Version 3.0.68
Free Download

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