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The Portfolio Designer: Simplify Your Investment Decision-Making

The Portfolio Designer is a powerful tool designed to reduce market complexity and create a shortlist of assets to invest in. It is ideal for private investors, brokerage firms, banks, and financial organizations. With features such as optimal portfolio selection, hedge designer, and historic simulation, this software helps users achieve optimal asset allocation and design hedges with derivatives. The program is designed with a user-friendly interface, hidden automation, and advanced AI methods. It offers communication with Microsoft Office and other programs, making it a comprehensive solution for portfolio management.

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The Portfolio Designer: Simplify Your Investment Decision-Making

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  1. THE PORTFOLIO DESIGNER:A basic tool to reduce the markets complexity and make a short list of assets to invest. • TARGET USERS: • Private Investors • Brokerage AXE ,AXEΠΕΥ, ΑΕΠΕΥ • BANKS • FINANCIAL ORGANIZATIONS

  2. MAIN OBJECTIVES • To result in to a short list and optimal allocation of assets to invest • To Design Hedging with Derivatives

  3. BASIC FUNCTIONALITIES • Optimal Portfolio Selection • Hedge Designer • Historic Simulation

  4. HUNAM-AND-COMPUTER INTERACTION PRINCIPLES OF QUALITY IN THE DESIGN OF THIS SOFTWARE • As few as possible menus and input-and out-put forms • As simple and friendly as possible, interface • As much as possible hidden automation • We keep it intelligent and as simple and self-evident as possible • Artificial Intelligence methods

  5. INTERNAL STRUCTURE QUALITY OF THE PROGRAM • Full use of the most modern design and programming technology • Optimal internal structured programming for speed and real-time efficiency • Effective both on recent and less recent hardware • Full communication with Microsoft Office and other programs

  6. MARKOVITZ THEORY OF PORTFOLIO’S RISK AND PROFIT • Classification comparison and preference of Portfolios based on risk and profit • Profit measures:Average Rate of Return • Risk measures: • Volatility • Elasticity • Combinations

  7. PORTFOLIOS OF MAXIMUM PROBABILITY OF PROFIT • The cut-off-rate technique • The Sharp ratio of profit and risk • The Treynor ratio of profit and risk • Find the portfolio that has the maximum probability to result to a profit above a preset level

  8. CONTSTRAINTS ON THE DESIGN OF PORTFOLIO BY THE USERS • Constraints on the number of assets • Constraints through short listing based on fundamentals • Constraints through short list based on news Analysis • Constraints through arbitrary short lists • Constraints by indexes

  9. DEFENSIVE , OFFENSIVE AND NEUTRAL PORTFOLIOS • The elasticity of the portfolio relative to the general index • Less than 1: Defensive • More than 1: Offensive • Negative : Opposite to the Market • Positive: Parallel to the Market

  10. NEUTRAL PORTFOLIOS DESIGNER • Find the Portfolio of zero elasticity relative to the market

  11. HEDGING A PORTFOLIO WITH DERIVATIVES:HEDGING DESIGNER FOR HEDGE FUNDS • After choosing the elasticity, estimation of the required futures or options to hedge the portfolio (Delta neutral hedging )

  12. RISK-AND-PROFIT PORTFOLIO FREE DESIGNER • The dependence and changes of risk and profit when the percentages change (for sub optimal design experimentation) • A matrix with arrows for sensitivity analysis experimentation

  13. HISTORICAL PORTFOLIO SIMULATOR • Historical Simulator for testing the Portfolio in the past. • User defined transaction costs and Bid-Ask spreads costs

  14. CRYSTALL-CLEAR PRINT OUTS OF ALL THE TABLES AND IMAGES • Print outs of all the out put tables of the program • The print outs admit export in Excel for user defined modifications

  15. COMMUNICATION OF THIS PROGRAM WITH ITS ENVIRONMENT AND OTHER PROGRAMS • Exporting to Microsoft Office: • Excel • Access • Word • Etc. • Link and feed of data from other programs.

  16. TECHNICAL SPECIFICATIONS • Software : Little space to store • Hardware:Runs in Pentiums 1,2,3,4 • In Windows 98 ,NT etc • Communicates, if wanted, with the Internet

  17. ADVANTAGES OF THIS PROGRAM • Advantages compared to other programs: • Supports Historic Simulation • Support Hedging with Derivatives • It is fast and simple to use

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