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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:

  • asset allocation

  • funds of funds allocation

  • management of stock portfolios

  • fixed income portfolios

  • sophisticated quantitative strategies for hedge funds

  • ALM for insurance companies (optimal for new Solvency II framework)

  • investment advisory tailored to individual risk profile of investors (for wealth managers, RIA and private investors)

  • solutions tailored for CTAs (trend following and others)

  • sophisticated quantitative investment products (constant volatility, momentum, smart beta and many others)

    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)

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    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


    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

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    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


    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

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    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:

    About Us

    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.

    Our Contacts

    Komenskega 40,
    Ljubljana, Slovenia (EU)

    (+386)8 382 5276