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Excel Portfolio Optimization Template

The Excel Portfolio Optimization template identifies the optimal capital weightings for a portfolio of financial investments that gives the highest return for the lowest risk based on the return risk profile and correlation between individual investments.

The design of the portfolio optimization template enables it to be applied to either financial instrument or business stream portfolios. The portfolio optimization template is intuitive and flexible with help icons throughout to assist with input and interpretation of output results.

Input of historical data for the analysis is supported by options to specify absolute prices or returns, number of current units held and an independent Excel template to download long time periods of financial market data for securities from the internet.

Advanced portfolio optimization options include setting minimum and maximum constraints for weightings in the optimal portfolio and risk analysis options for overall volatility under the Sharpe ratio, downside risk or semi-deviation under the Sortino ratio and gain to loss magnitude under the Omega ratio.

Portfolio optimization can be regulated to specify a target return for which the probability of attaining is calculated via Monte Carlo simulation. The portfolio optimization results are displayed with weighting charts and return distributions as well as acquisition and liquidation actions required. Custom and predefined pivotal portfolios along the efficient frontier can be selected and loaded after the optimization has run.

Technical analysis is provided with back tested total return from signal trading and automatic optimization of technical period constants for each investment or the total portfolio that produce the highest back tested return. Technical analysis indicators with detailed charting and back testing analysis include simple moving average (SMA), rate of change (ROC), moving average convergence/divergence (MACD), relative strength index (RSI) and Bollinger Bands.

The Excel portfolio optimization template is compatible with Excel 97-2016 for Windows and Excel 2016, 2011 or 2004 for Mac as a cross platform portfolio optimization and technical analysis trading strategy solution.

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