
QOS-MAX
Quadratic
Optimization System
The
top of the line portfolio optimizer.
Features
QOS-MAX is an exceptionally
fast portfolio optimizer, that has been designed specifically for optimizing large long-only portfolios of stocks, bonds, ETF's and mutual funds.
Special features:
- Set transactions costs separately for each asset, where the transactions costs vary with transaction size and follow any kind of function, such as a quadratic function, a square root function, or an empirical function.
- Set linear equality and inequality constraints for portfolio attributes, factor exposures, industry exposures and any combination of asset-group weights.
- Set a non-linear constraint on portfolio standard deviation, or active portfolio standard deviation.
- Set soft constraints with quadratic penalty functions around targeted portfolio attribute values, factor exposures, industry exposures and any combination of asset-group weights.
- Set a turnover constraint.
- Set an upper bound on the number of assets in the portfolio.
- Set upper and lower bounds on asset weights individually for each asset.
- Set soft constraints with quadratic penalty functions around targeted asset weights individually for each asset.
- Include risk-free assets.
- Interface with an in-house factor model, or a factor model supplied by a vendor.
- Maximize expected
active return for a given standard deviation of active return, where
active return is measured relative to a benchmark or normal portfolio.
- Minimize standard
deviation of active return for a given expected active return, where
active return is measured relative to a benchmark or normal portfolio.
- Maximize the
mean-variance utility function for active return.
- Maximize expected
total return for a given standard deviation of total return.
- Minimize standard
deviation of total return for a given expected total return.
- Maximize the
mean-variance utility function for total return.
- Maximize the
Sharpe ratio for a given threshold return.
- Maximize the
threshold return for a given Sharpe ratio.
Limits
None
Applications
QOS-MAX can solve
all the typical portfolio optimization problems faced by money managers,
broker/dealers, plan sponsors, trustees and consultants. It is unmatched
in solving quadratic optimization problems for equity and fixed-income
portfolios, where the universe of assets is large and the transactions
costs for each asset change individually with the size of the transaction
in that asset. You can use it to:
- Track an equity
index such as the S&P500, or a broader index with more stocks.
- Track a bond
index.
- Construct enhanced
index portfolios.
- Construct optimal
actively managed portfolios that balance active return and active
risk relative to a benchmark or normal portfolio.
- Construct completeness
or fulfillment funds.
- Construct Normal
portfolios.
- Immunize bond
portfolios.
- Construct portfolios
that lie on the Markowitz efficient frontier.
- Construct the
tangent portfolio that lies on the Markowitz efficient frontier, given
the riskless rate.
- Allocate assets
globally or domestically among different asset classes.
- Allocate funds
among money managers, when the overall fund is managed by multiple
managers.
Operating
Environments
The QOS-MAX subroutine library is available in the following combinations of computer platforms and languages:
- Dynamic link library (DLL), or static library for Windows on the PC, for use with C/C++, Visual Basic, or Fortran programs.
- Linux on the PC for use with C/C++ programs.
- C/C++ and Fortran source code is available for all computer platforms.
The QOS-MAX stand-alone system reads input data from text files, and writes out the optimal portfolio and its summary statistics to text files. It is available on the following computer platforms:
- Windows on the PC .
- Linux on the PC.
Internet
and Intranet Systems
The C/C++ subroutine library is thread-safe, and can be used to build Internet and Intranet systems.
System Support
We provide support by e-mail and telephone during business hours Pacific Time, U.S.A.
Copyright (C) 1992-2010 Financiometrics Inc.
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