SmartFolio is state-of-the-art asset management software for investment professionals and private investors. It contains advanced portfolio optimization and risk management algorithms, based on the latest achievements in portfolio theory.

Pros: SmartFolio is an advanced, easy to use analytical tool for portfolio analysis and management of investment portfolios according to the investor’s risk profile. Investment professionals and private investors can use the software to make meaningful investments decisions. SmartFolio is a state-of-the-art asset allocation software for investment professionals and private investors. SmartFolio contains advanced asset allocation, portfolio optimization and risk management techniques. These techniques are based on advancements of portfolio theory. These mathematical techniques are from the developments in the last few years.

Techniques lead to practical indicators that help in advanced portfolio optimization, asset performance ranking, risk-reward Analysis and efficient frontier, portfolio risk analysis (VaR and CVaR), target shortfall probabilities analysis, minimization of transaction costs etc. The application has been upgraded to include the functionalities of Black-Litterman model, walk-forward optimization, import from Bloomberg Professional, import from an Excel table, batch import, and automatic update from all data sources. It supports multi-period investment paradigm and supports portfolios that feature assets with non-Gaussian distribution of returns or non-linear inter-dependencies such as options and hedge funds. Other major functionalities are portfolio construction, estimation of parameters, portfolio optimization, historical simulations and data management. The application is supported on Vista also.

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