OptiFolio is an advanced interactive portfolio optimization software written in Delphi. According to the developer, “OptiFolio can produce an interactive visualization of all possible investment strategies for any given set of financial assets. Delphi’s compiled code’s extreme execution speed allows it to examine millions of strategies per second. This global perspective of feasible portfolios helps investors around the world identify their best long-term strategies.” Some of its portfolio optimization features include: Applying quasi-stochastic and stochastic optimization methods. Find global optimums even with numerous and complex constraints. Report the composition of each point along the efficient frontier, and save optimum portfolios for further analysis.
Additionally, it has performance statistics to calculate expected return, standard deviation, and Conditional Value-at-Risk and uses multivariate copulas to forecast the performance of any portfolio.
In this post, we’ll show you how a visual optimizer can significantly improve your investment portfolios by utilizing IDE software that can be built in Delphi or C++ environments.