Added Optimization Features

Updated hft package is now available on Anaconda2 for Linux, Max and Windows distribution.

To install this package with conda run:

conda install -c portfolioeffect hft

Do not forget to install JDK as explain in this manual.

We added more optimization features. One very interesting feature is to be able to import your own data into the optimization. Let’s say you work with alternative data and you forecasted the returns of different stocks and you want to optimize your portfolio weight. You can now do it. We also added Kelly’s optimization. We will describe some examples in the next blog.

Our key optimization properties:

  • Dynamic portfolio optimization
  • Fast calculation
  • Optimize your portfolio weight
  • Kelly’s optimization
  • Users can import their own data in optimization
  • More than 20+ goals and constraints

Contact us at sales@portfolioeffect.com for more info.

 

 

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