by Chris | Oct 20, 2011 | Kwanti updates
Portfolio optimization is sensitive to the choice of input parameters. Portfolio Lab provides a set of default assumptions based on a simple forward model as a starting point. We recommend that you review these assumptions and adjust them to match your constraints and...
by Chris | Oct 20, 2011 | Kwanti updates
Changes for Portfolio Lab v2.5, released Oct 20, 2011 Portfolio optimization: options to control the optimization process are added: (1) expected returns are adjustable (2) min/max constraints are adjustable (3) capital market expectations (equity risk premium and...
by Chris | May 10, 2011 | Kwanti updates
With an improved data feed in place, Kwanti expanded its coverage of the US market to more than: 22000 mutual funds 13000 stocks 1000 ETFs To help you retrieve symbols, we added an auto-completion box: We plan on further expanding our coverage later this year. Please...
by Chris | Apr 9, 2011 | Kwanti updates
To obtain a chart image suitable for printing or including in your web page or blog, use the snapshot function. To take a snapshot, click the camera icon on top of the chart. A snapshot window opens where you may customize the image, as shown below. For example, you...
by Chris | Feb 1, 2011 | Kwanti updates
Standard benchmarks such as the S&P500 and Russell indexes are commonly used for performance analysis because of their ubiquity. However, they represent specific asset classes so they are not appropriate as a benchmark for a diversified portfolio that covers...
by Chris | Jan 27, 2011 | Kwanti updates
Portfolio Lab reports the maximum drawdown in the backtest module. We added a visualization of the drawdown on the return chart, along with the drawdown peak, trough and duration, as shown below: The maximum drawdown of a portfolio for a given period, is the biggest...
