Portfolio Analytics
Markowitz / CAPM Portfolio Optimizer
Modern Portfolio Theory & Efficient Frontier Analysis
Build optimal investment portfolios using Modern Portfolio Theory and the Capital Asset Pricing Model (CAPM). Analyse live covariance matrices, estimate expected returns, and identify the optimal risk-return trade-off through an interactive Efficient Frontier.
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Efficient Frontier
Identify the portfolios that maximise expected return for every level of investment risk.
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Live Risk Analytics
Compute covariance matrices, portfolio volatility and asset correlations using live market data.
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Portfolio Optimisation
Optimise asset allocations using CAPM expected returns and Modern Portfolio Theory to achieve superior risk-adjusted performance.