What's new in Portfolio Optimization 3.0
May 29, 2012
- The gain/loss Omega ratio for portfolio optimization and analysis has been integrated.
- Technical analysis has been added with ability to optimize constant parameters to maximize back tested return on buy and sell signals.
- Includes detailed analysis and charting of simple moving average, rate of change, moving average convergence/divergence, relative strength and Bollinger bands.
- Provides the ability to apply a capital amount equally to starting portfolio weightings.
- Optimization can be undertaken on both long and short portfolios.
- Code has been designed to increase processing speed.