Portfolio Optimization

Use Case

Once a portfolio manager has their positions, they want to optimize the sizing in their portfolio.

Solution

The portfolio manager uploads their positions and runs it through the Boosted Insights optimizer. They can choose to optimize the portfolio to maximize returns, alpha, or minimize volatility across markets or sectors. 

Output

Boosted Insights dynamically returns position weightings for the chosen optimization. 

Below are the results from the same model with the volatility optimizer turned off and on. With the optimizer on, volatility is reduced by 4% with similar returns (the Sharpe ratio increases 0.22 points). 

Portfolio
Optimization

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