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Portfolio Optimization

Excel portfolio optimization for portfolio management

Excel Portfolio Optimization

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(4.5/5 from 15 votes)
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The Excel Portfolio Optimization model calculates the optimal capital weightings for portfolios of financial or business investments that maximizes return for the least risk. The design of the model enables it to be applied to either financial instrument or business portfolios. Additional technical analysis indicators perform optimized back testing to establish the technical parameters required to provide the highest total return from signal trading.

The key features of the Portfolio Optimization model include:
  • Ease and flexibility of input, with embedded help prompts.
  • Ability to specify the number of units held in each product or business with support for long and short positions.
  • Specify minimum and maximum constraints per investment for the optimized portfolio.
  • Limit optimization to downside risk or semi-deviation below a threshold target return under the Sortino Ratio.
  • Sharpe or Sortino ratio is coupled with analysis of the gain/loss profile under the Omega ratio.
  • Intuitive graphical result display with Monte Carlo simulation, including probability analysis on specified target return level.
  • Chart displays the efficient frontier analysis with ability to choose from preset or custom portfolio sets with risk and return profiles matching required investment strategies.
  • Ability to run a rolling back test of periodic optimizations to evaluate the subsequent value added of optimization at incremental time periods.
  • Detailed charting and analysis of back tested technical indicators including SMA, ROC, MACD, RSI and Bollinger Bands for maximum return on optimized signal trading strategies.
  • Compatible with all versions of Excel for Windows as well as Excel for Mac as a cross platform portfolio and investment optimization solution.

More resources for the Portfolio Optimization template including video, user manual and support can be found on the Excel Portfolio Optimization Template page.

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Price: USD 26.00
(Updated on 2020-08-01)

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Latest Reviews for Excel Portfolio Optimization:

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Reviewed by Liam on
It is a very cool tool to use financial data sets. Thanks for all the efforts to develop this tool.

Reviewed by Michel on
Excellent software which, by algorithm, allows to find solutions to the complex problems of asset correlation. I managed to use it for hedge funds to outperform the benchmark. Obviously you have to spend time to extract all the possibilities.

Reviewed by Lorena on
An excellent tool for establishing optimal capital weights for financial business portfolios with multiple assets.

Reviewed by Adam B on
I believe strongly in Modern Portfolio Theory. However, implementing MPT in practice is challenging for an independent investor with limited resources. It is a challenge to pull all of the background information efficiently (since historical pricing data is required), normalize the data, and then get set up for the optimization routine. With Business Spreadsheets, I don't have to spend the valuable time gathering information and condition the info, but rather can spend my time running various scenarios. BS templates are a huge time save for me.

Reviewed by Jay on
I have used the Portfolio Optimization template with data download Excel file. I have used other optimization tools prior to this and compared with the other optimization tools, the Portfolio Optimization solution is easy to use and yet very powerful. It has also intuitive graphical tools, which I have used for my documents that show optimization results. Using other commercial optimization packages was cumbersome to download financial data and convert into a predefined data formats. However, this Excel template is easy to download data from either Yahoo or Google Finance and they are ready to copy and paste directly to the optimization spreadsheets. It is so easy to use right away. Recommended both for educational and professional purposes. It is an excellent tool for equity investments.

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