Products
The following links give you information about our portfolio optimization software, and other systems and libraries:
 |
Long-Short Optimization |
- LSO-MAX™ ... Long-short portfolio optimization software for large-scale optimization - Subroutine Library.
- Financiometrics Inc.'s QP Algorithm ... Description of the quadratic programming algorithm underlying the long-short optimization.
|
Quadratic Optimization |
- QOS-MAX™ ... Portfolio optimization software for large-scale portfolio optimization - Subroutine Library.
- QOS-15™ ... Professors and students can download this password protected 15-asset version of the Quadratic Optimization System.
- Financiometrics Inc.'s QP Algorithm ... Description of the quadratic programming algorithm underlying the portfolio optimization.
|
Simulation |
- Portfolio Return Simulation ... Portfolio return simulation software for return forecasting - COM Server and Subroutine Library.
|
Equity Portfolio Management |
- Risk Attribution ... Factor model based equity portfolio risk attribution software - Subroutine Library.
- Performance Attribution ... Factor model based equity portfolio performance attribution software - Subroutine Library.
Copyright (C) 1992-2008 Financiometrics Inc.
