Our new Portfolio Optimization Engine brings institutional-grade portfolio construction to individual investors.
Built on modern portfolio theory, the engine uses mean-variance optimization to find the optimal allocation across your chosen assets. You can set constraints for minimum and maximum position sizes, sector limits, and risk targets.
The optimization runs in real-time as you adjust parameters, giving you instant feedback on how different constraints affect your expected return and risk profile. Visual efficient frontier charts make it easy to understand the trade-offs.
Under the hood, we've implemented a custom quadratic programming solver that handles the optimization entirely on the backend, ensuring fast response times even with large universes of assets.