SmartFolio 3.0.83 Corporate License, Jan 18 2012

Original price was: $5,999.00.Current price is: $69.00.

SmartFolio 3.0.83 Corporate License, Jan 18 2012

Size: 43.9 MB
Price: $5999

Sale page: http://smartfolio.com

You Just Pay: $69



Short description

SmartFolio will help you solve a variety of practical tasks including:



Find the most appropriate asset allocation according to your investment goals, market history and forecasts;

Analyze risks of your investment portfolio from various perspectives (volatility, value-at-risk, shortfall probabilities);

Arrive at adequate portfolio rebalancing strategy to minimize rebalancing transaction costs.


Supported analytical methods include shrinkage estimators, robust portfolio optimization, walk-forward portfolio optimization, benchmark tracking, Black-Litterman model, factor models, and many others.


SmartFolio Theory


Our advanced, constantly updated software gives the investor all the tools they need. Some of the mathematical algorithms utilized by SmartFolio have only emerged in the last few years. Many are therefore not to be found in other commercial products. The most important SmartFolio features are outlined below:

Fully supports the multi-period investment paradigm.


Fully supports portfolios featuring assets with non-Gaussian distribution of returns, or non-linear inter-dependencies, including options and hedge funds. This is achieved through direct simulation of portfolio dynamics with no model assumptions.


Portfolio Construction

Simultaneous creation of two environments for portfolio analysis:


Analytical environment: logarithmic price increments are assumed to be independent normally distributed random variables.

Historical environment: optimization and other procedures are based directly on historical prices.


Risk-free asset option.


Factor-selection option for a factor-based asset pricing model.


Estimation of parameters


Equally-weighted sample estimates of expected returns and covariances




Who we are

Most good software is born out of necessity, usually when an individual fails to find what they are looking for. Our flagship project, SmartFolio, was no exception, and was launched in 2004, fuelled by our passion for our work. Our inspiration was the clear gap between contemporary advances in portfolio theory and the approaches that were still being used by most existing software packages.


In 2006 we realized that SmartFolio had serious commercial prospects, and so founded Modern Investment Technologies Ltd. to make SmartFolio software available to all. Our company is unique in that we are totally based in Moscow, thereby making us the only Russian providers of professional asset allocation software at this time.


Our philosophy

Our company has been privileged to have developed in the so called information age, in a world where technology advances with tremendous speed. But we quickly realised that this also had disadvantages. As many newly emerging theories are published immediately, no company, even with the brightest of minds, has even the slightest chance of competing in research.


We therefore decided that instead of implementing our own in-house approaches, we would concentrate our efforts on carefully selecting and integrating the most recent and promising theoretical achievements that became available through open source. This allows us to not only retain our competitive edge, but also to protect our clients from the risks associated with using proprietary “black-box” algorithms that are almost always obscure and often unpredictable.


SmartFolio 3.0.83

Bug fixes

SmartFolio failing to import dividend data from Yahoo!Finance due to change in the Yahoo dividend history page – fixed