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ALPHA QUANTUM PORTFOLIO OPTIMISER
Alpha Quantum Portfolio Optimiser is a state of the art software solution for portfolio optimization and asset allocation, used in mutual funds, wealth managers, insurance companies, pension funds. Our Portfolio Optimiser can also serve as a portfolio optimisation solution for robo advisors.
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Applications of software
COMPETITIVE ADVANTAGES
Multiperiod framework
Powerful multiperiod portfolio optimization framework for backtesting and research of strategies
Advanced risk metrics
Various risk metrics: mean variance, mean cvar and other
Deep Learning Quant Strategies
Use of deep learning neural nets in backtesting of strategies
Versatile reporting
Powerful reporting and document generation capabilities
MEAN CVAR, MEAN VARIANCE OPTIMISATION
Mean variance, mean cvar, mean cdar optimisation
Different formulations: target risk, target return, risk aversion formulation
Support for many different constraints: weights of securities, asset classes, tracking error, etc.
Efficient Frontiers for mean variance, mean cvar optimisations
MULTIPERIOD PORTFOLIO OPTIMISATION
Powerful multiperiod portfolio optimization framework for backtesting and
research of strategies
Detailed statistics for backtesting results: NAV, drawdown, dynamic structure curves, many
different performance and risk quantities (sharpe, sortino, etc.)
Detailed return attribution for multiperiod investment strategies
USE OF AUTOMATION AND INTEGRATION
Backtesting for a wide multidimensional grid of investment strategy
parameters. Jobs can be defined and saved in bulk for processing in multithread
environment
Optimal weights of all active portfolios can be calculated with batch requests on intraday, daily
basis or other periodic intervals
Continuously optimized portfolios can be easily exported via API to broker solutions
ARTIFICIAL INTELLIGENCE (DEEP LEARNING)
Use of deep learning for automating search for optimal parameters in
backtesting results with multidimensional manifolds
Our AI solutions and tehnologies (face detection, voice recognition, etc.) enable us to build
digital assistants that can be specialised also also to asset management industry
AiDA is our specialised digital asistant for portfolio optimization
REPORTING
Alpha Quantum Portfolio Optimiser has powerful reporting capabilities. Reports can be generated in various formats, including PDF, Excel, Word, XML and many others. Examples of reports for portfolio optimisation, multiperiod backtesting report and report on active portfolios and strategies, respectively:
