Commercial portfolio optimization software

pdbalan · May 24th, 2004, 2:31 pm

I work for a Private Bank which is looking for an off-the-shelf portfolio optimization software package, with attentant risk management functions (ie, VAR type analysis). I was wondering if people could recommend any solid commercial off-the-shelf products.Thanks

vh · May 24th, 2004, 6:48 pm

I have been a user of APTPro (APT Ltd.) for several years, and it's solid. However, I haven't used their VaR-type calculation, so I can't comment on that.

IronGater · May 28th, 2004, 2:43 am

Have a look at Insightful's S-Plus add-on S+NuOptThere's a webcast presentation that showcase the features and capabilities of S+NuOptArchived Webcast:New Portfolio Optimization Techniques Using S+NuOPT

IronGater · May 28th, 2004, 1:42 pm

S+NuOpt brochure

IronGater · May 28th, 2004, 2:17 pm

Portfolio Optimization and Management using Insightful tools

DrBen · June 3rd, 2004, 7:59 am

What platform do you use? Win32, .NET, Java?