Portfolio Manager

Portfolio Manager It represents a display panel that displays synthetic assets, getting the weight of each asset in the portfolio composition, risk and reward. Indicator improves trading efficiency, using correlation and diversifying portfolio.

There are five algorithms:

• Maxim Sharpe: Calculating portfolio with the highest Sharpe ratio based on Markowitz's portfolio theory.


• Minimum Risk: Calculating portfolio with a minimum of absolute risk.


• DrawDown: Calculating portfolio with a maximum ratio of profit to loss.


• Manual: Calculating portfolio by entering parameters.


• Hedge: The calculation of the synthetic asset, allowing hedging your open positions.

You can visualize a lot of different assets on the same graph to compare their profitability. You can also calculate the portfolio based on existing open positions or start from scratch and to determine the weight of each asset.

How to use

1. Select the assets in the "Market Watch".


2. Select the number of assets in the panel.


3. Select the name of each asset, and enter the limits of minimum and maximum values ​​if necessary.


4. Select an algorithm and click Calculate (calculated).

 Note: The calculation may take several minutes, you can change the maximum number of iterations in the input parameter or change the window pane accuracy.