Portfolio Master

Portfolio master is a unique tool that allows you to create the perfect porfolio from your strategies.

Imagine you have about 20 strategies for futures. But you only have a small account that can handle only 5 of them. So you have to choose 5 of your 20 strategies that you will use. But how do you know which 5 you want to use?

Or imagine a situation when you have 1 strategy that works perfectly in 20 different markets. However, your capital is too low and therefore you can afford only 5. Again, you have to pick 5 markets, in which you will run the strategy. But how can you find the best 5 markets? It is also important to consider sectors. You can have your strategies on indeces, precious metals, meat or currencies.

How to choose the best porfolio? Portfolio master is your solution.

Portfolio master checks all possible combinations of strategies a chooses the one that gives the best results.

Tools that will help you to build portfolio

Correlation of strategies

One of the key functions is correlation of strategies. It allows to build the portfolio so that the correlation of strategies is as low as possible.

Sector support

If you have multiple strategies from different sectors, you will appreciate this function. It allows to build the portfolio so that strategies from different sectors are equally represented.

You can learn more about use of sectors in portfolios: using sectors in portfolios

Portfolio master can be extended

In the built-in QuantEditor tool you can create your own models of evaluation or calculation of the correlation.

Portfolio master is a part of QuantAnalyzer PRO.