Portfolio Analytics

Create efficient portfolios
Explore risk/return tradeoffs

Optimization

Kwanti gives immediate optimization results based on forward return estimates. An important aspect of optimization is to ensure that input data is appropriate: estimated returns, volatilities and correlations need to be forward estimates, rather than historical estimates.

Kwanti forward estimates are based on the Capital Asset Pricing Model (CAPM): an estimate of overall market return is combined with adjusted forward betas for each security, and the covariance matrix is adjusted for sampling error in the historical estimates.

Features

  • Supports U.S. stocks, mutual funds and ETFs
  • Easy to use - get your results in seconds
  • Exportable charts and tables