Alpha Quantum Portfolio Optimiser is a state of the art software solution for portfolio optimization and asset allocation, used in:
Our Portfolio Optimiser can also serve as a portfolio optimisation solution for robo advisors.
Applications of software:
Powerful multiperiod portfolio optimization framework for backtesting and research of strategies
Various risk metrics: mean variance, mean cvar and others
Use of deep learning neural nets in backtesting of strategies
Cleaned correlation matrix
Portfolio optimization on cointegrated prices and alpha returns
Powerful reporting and document generation capabilities
Framework for management of practically unlimited number of different portfolios with different strategy settings with batch calculation of optimal portfolios on a daily or intraday basis (with possibility of API integration with brokers solutions)
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:
We are providers of enterprise software solutions for financial institutions and for fintech and insurtech startup companies. Our solutions, used on more than 1 billion EUR of assets, are employed in areas of portfolio optimisation, robo advisors, risk management and performance reporting, quantamental strategies, news analytics, satellites and aerial imagery analysis, specialised digital assistants and other areas.