The Northfield Portfolio Optimizer enables you to create a portfolio that delivers more return for each level of risk and reflects your preferences and beliefs.
- Integrates with Northfield Risk Models
- Analyzes a portfolio's factor "bets" and suggests buys and sells
- Incorporates transaction costs, taxes, and a wide range of user imposed constraints
- Has features to facilitate doing large numbers of problems such as batch processing and automatic rounding to round lot trades