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.
The Logical Invest Team