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Portfolio Manager

Portfolio Manager is an indicator panel than builds and displays synthetics assets getting back the weight of each asset in the protfolio, risk and profit. It maximizes the profit holding low risk using correlations, taking benefits of the diversification of a portfolio.

In order to get the desired result, it has been designed with five differents algorithm modes:
  • Maxim Sharpe: Calculate the efficient portfolio with Markovic theory maximazing Sharpe ratio.
  • Minimum Risk: Get the portfolio with minimum absolute risk.
  • DrawDown: Build a protfolio maximazing Profit/DrawDawn ratio.
  • Manual: Calculate the portfolio with the inputs.
  • Hedge: Get a synthetic asset that permits hedging your open positions.

You can visualize many different assets in the same graph and compare their profits. Moreover, you will be able to build your portfolio since an existing open position or starting from zero to get the appropiate weight of each asset.


Instructions

  1. Select in Market Watch the assets to calculate.
  2. Select in the Panel Indicator the number of assets.
  3. Select the name of each asset and input the restrictions of maxim and minim size, if there is anyone.
  4. Select the algorithm mode and press "calculate".

 Note: The calculation might take a few minutes, you can change the maxim number of iterations permitted in the input parameters screen or change accuracy in the Panel Indicator.

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