Products

The following links provide information about our portfolio optimization software and other systems:

Long-Short Optimizer

• LSO-MAX™ ... Subroutine library and stand-alone portfolio optimization system for constructing long-short and market neutral portfolios with several thousand assets.

Quadratic Optimization System

• QOS-MAX™ ... Subroutine library and stand-alone portfolio optimization system for constructing large long-only portfolios of stocks, bonds, ETF's, and mutual funds.
• QOS-15™ ... Limited, 15-asset version of QOS-MAX with a graphic user interface. Professors and students can download this password protected system for free.

Simulation

• Portfolio Return Simulator ... Subroutine library and COM server for portfolio return forecasting.

Equity Portfolio Management

• Risk Attribution Library ... Subroutine Library for factor model based equity portfolio risk attribution.
• Performance Attribution Library ... Subroutine Library for factor model based equity portfolio performance attribution.

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