Products

VisualMvo is a single-period mean-variance optimizer which enables you to construct the Efficient Frontier -- the set of portfolios with greater expected return than any other with the same or less risk, and less risk than any other with the same or greater expected return. VisualMvo is an implementation of the Markowitz critical line algorithm.

MvoPlus is a novel mean variance optimizer with the ability to optimize for true multi-period (geometric mean) return of portfolios which are rebalanced to a given allocation at the end of each period. MvoPlus allows you to build Constant Ratio Asset Allocation (CRAAL) strategies with the potential to out-perform all of the constituent assets in your portfolio. The algorithm used in MvoPlus is based on recent research in portfolio optimization.

The program also functions as a conventional single period optimizer, or as a back-tester and optimizer of historical data.

MCRetire is a Monte Carlo retirement simulator which takes into account the fluctuations on your investment. Use MCRetire to help you decide if your retirement assets are adequate for your needs.

Features include: calculation of success probability for a given withdrawal, calculation of allowed withdrawal for specified success probability, display of individual Monte Carlo realizations, and a built in adjustment model for inflation, expenses and taxes.