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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. It is already used by KD Funds, a leading asset manager in Slovenia with over 500 million EUR of assets under management, as the portfolio optimisation engine for its robo advisor KD AI.


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).


Link to presentation: Portfolio Optimiser presentation

Competitive Advantages

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

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).

Powerful reporting and document generation capabilities

Main features

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: