What Software is Used in Modern Portfolio Theory?
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How to do Modern Portfolio Theory? Finally, there is a web application software called Portfolio Manager developed directly for leveraging Harry Markowitz’s Modern Portfolio Theory. …
A Comprehensive Analysis of Charles Akre’s Portfolio According to Markowitz’s Modern Portfolio Theory
Analytical Platform’s analysts took Charles Akre’s portfolio (Akre Capital Management) and analyzed it using Harry Markowitz’s Modern Portfolio Theory, which can be applied through our Portfolio Manager software. …
The Art of Short Selling: A Comprehensive Guide
Short selling, often misunderstood and misused, is a powerful tool in the hands of a savvy investor. It involves selling borrowed securities with the expectation that their prices will fall, allowing the investor to buy them back at a lower price and profit from the …
Using Alpha, Beta, and Sharpe Ratio for Configuration of Investment Strategies
The article, part of our “Configuration of Investment Strategies” series, introduces the concepts of stock investment indicators and ratios. Alpha indicator, Beta indicator, and Sharpe ratio are applied within our StockPicker configurator. We’ve introduced a simple table that quickly summarizes the performance and stability of …
Factor analysis powered by AI
Vladimír Vacula
I have briefly touched the subject of multi-factor asset pricing models (APM) in article about AI powered investment management. With 18.4% returns, it allowed us to outperform the S&P 500 benchmark. Factor analysis is based on idea that an asset’s returns can be predicted using …