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Hedge Fund Analytix Hedge Strategy Optimizer |
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Hedge Fund Analytix Hedge Strategy Optimizer |
Optimization: Coming Soon
Strategy mix can be optimized just as individual assets are optimized. The objective is to find the combination with the lowest volatility for a given return, or the highest return for a given volatility.
Optimization depends critically on expectation for future returns and future volatility. The Hedge Index Optimizer allows full user flexibility on assumptions and interaction for planning strategy mix.
Click on Contact f to request notification when the Optimizer is activated for on-site access. Meanwhile, here is a frame from a recent Analytix optimizer trial on five Dow Jones Strategy Benchmarks:
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The red curve above shows the overall efficient frontier (given the risk and return assumptions input here). The blue curve shows an efficient frontier assuming no short positions. The A and C portfolios show the range of all-positive (no short) possibilities that are on the red frontier, and the B portfolio is the overall minimum variance position. Other Optimo interactive pages (not shown here) present specific mix percentages for user-specified risk/return positions.
Links to other Hedge Fund Analytix...
