Products

The following links give you information about our portfolio optimization software, and other systems and libraries:

Long-Short Portfolio Optimizer

• LSO-MAX™ ... Very fast, large-scale portfolio optimizer for long-only, long-short and market neutral portfolios.

Quadratic Optimization System

• QOS-5™ ... Free portfolio optimizer. Limited version of LSO-MAX.

Portfolio Return Simulator

• PRS ... Simulator for forecasting portfolio return distributions.

Equity Portfolio Management

• Risk Attribution ... Factor model based equity portfolio risk attribution.
• Performance Attribution ... Factor model based equity portfolio performance attribution.

Tel: (925)254-9338

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