Optimization
Stop guessing your portfolio allocation.
Set a goal, add your constraints, and let the optimizer solve for the allocation. Every result comes auto-backtested so you can see it actually held up.
How it works
From assets to optimal weights.
Choose your assets, set constraints, and pick an objective. The optimizer solves for the best allocation and backtests it for you.
Add assets & set constraints
Pick your universe and set per-asset and group limits. No shorting unless you allow it.
Choose an objective
Maximize Sharpe, minimize volatility or CVaR, target risk parity - eight objectives in all.
Get optimal weights
Receive the optimal allocation, automatically backtested so you can confirm it held up.
Objectives
Optimize for what you care about. Beyond mean-variance.
Eight objective functions, from classic risk-adjusted return to hierarchical risk parity - so the allocation matches your actual goal, not just the textbook one.
Efficient frontier
See every optimal trade-off.
Plot the full efficient frontier and use transition maps to watch how the optimal mix shifts across periods - so you can judge stability, not just a single point.
Constraints
Keep allocations realistic.
Set per-asset minimums and maximums, group constraints like 60% equities and 40% bonds, and a no-short toggle - so the result fits how you actually invest.
Estimation methods
Stable inputs, trustworthy weights.
Covariance shrinkage (Ledoit-Wolf, OAS), robust and CAPM-implied returns, or your own expected returns and volatility - because optimization is only as good as its inputs.
Correlation
See the diversification story.
Visualize the correlation and covariance matrix across your assets - so you understand the relationships the optimizer is working with and can judge whether the diversification is real.
Risk Parity
Balance risk, not just capital.
Hierarchical Risk Parity (HRP) allocates so each asset contributes equally to portfolio risk - not equally by value. The result holds up better in volatile markets and requires no expected-return assumptions.
Capabilities
Everything in the optimizer.
Per-asset leverage
Custom Risk-Return Assumptions
Advanced Risk-Return Estimation
Allocation Constraints
Save & Share Reports
PDF & CSV export
40+ years of data
Stocks, ETFs, funds, crypto & bonds
Multi-currency
Correlation & covariance matrix
Find your allocation.
Set an objective, add constraints, and get optimal weights - backtested.
Optimize a portfolio