Portfollio Builder Excel

Home » Blog » Tools » Portfollio Builder Excel

We have a new updated Excel version of our Portfolio Builder. All Strategy subscribers can download a copy from their ‘Consolidated Signals” page: https://logical-invest.com/blog/strategy-signals-consolidated/

The tool is provided ‘as-is’. Feel free to customize as you see fit. The sheet will download the latest return data of our strategies from our server and provide basic equity visualization, strategy-level statistics as well as a visual chart of the risk vs return topology of each strategy.

You can create your own portfolios by manually allocating across strategies or by running an optimization, targeting different types of portfolios like a minimum volatility portfolio or a max Sharpe with volatility constraints.

The tool needs the free Solver Add-In that is provided with most versions of Excel. You will need to load the Solver manually in order for the optimization to work correctly. 

 

 

635973849317939356

635973849704952960

635973848934676989

Regards

The Logical Invest Team

2017-10-02T20:00:00+00:00By |0 Comments

About the Author:

Vangelis has a B.A. in Economics from Cornell University and an M.F.A. in Film producing/financing from the University of Southern California. After the 2008 crisis he devoted his time to researching, trading and blogging about quantitative strategies. He has built, run and tested literally thousands of trading systems using Matlab, Python, C#, QuantShare and Amibroker. His "Sanz Prophet" quantitative blog has been part of the "Whole Street" quant blog aggregator since inception. Vangelis is series 65 certified.

Leave A Comment