Add Back Tester for model verification
Add download free Portfolio Models
“Are you the worst enemy of your investment?”
Answer the following questions if you can:
“Does my investment diversified enough and properly?”
“Do I know when to sell and when to buy in rapid moving market?”
“Do I sell the losing stocks without holding them for too long?”
“Is the worst monthly expected loss of my portfolio within my risk tolerance?”
“First thing first, does it make sense to invest with the current portfolio?”
If not, Alpha-Investor is what you need. If you think investment is easy, think again. A lot of people learn their lesson in a hard way even some of them have high IQ.
Alpha-Investor is customized from a Hedge Fund trading system for sophisticated investors. We promote discipline program investing like investment professional. Alpha-Investor is a complete trading suit designed for serious investors.
What does Alpha-Investor do?
1. Optimize your asset weighting of your investment portfolio.
2. Validate your optimized portfolio by back-testing with historical data.
3. Limit your risk exposure within your risk tolerance.
4. Issue Buy/Sell signals with trading amount.
5. Determine if the portfolio worth the effort by calculating its Alpha value.
How does Alpha-Investor do it?
1. The “Optimizer” gives the optimal asset weighting by mean of mean-variance calculation.
2. The “Backtester” validates the portfolio performance with historical data.
3. The risk KPI’s, such as Value at Risk and Tail VaR, show you the daily risk exposure.
4. Based on target weighting, the “Rebalancer” gives Buy/Sell orders promptly.
5. Knowing the portfolio Alpha, investors can determine if passive investment is a better choice.
What is the typical profile of Alpha-Investor users:
•Investment Philosophy: Discipline Investing.
•Perquisites: Sound knowledge of Portfolio Management.
•Investment style: Semi-active/Active.
•Investment horizon: short-term/mid-term.
•Rebalance Frequency: Weekly/Monthly.
*** Release Note ***
Market : US/UK/HK/CN
This Alpha-Investor(Club) version allows non-professional investors download free portfolio models for investment reference.
Sophisticated investors who want to create their own investment portfolios and require stock selection information and
portfolio optimizer, please check out the Alpha-Investor full version
- September 13, 2013 Initial release
- October 11, 2013 New version 4.7.0
- November 05, 2013 New version 4.7.1
- August 13, 2014 New version V5.0.0