The Expert Allocator, the industry’s most sophisticated and accurate asset allocation program, combines unprecedented power and flexibility to make your analysis quick, easy, and thorough.

Choose your risk measure for optimization.
Use standard deviation to optimize using Markowitz mean-variance, or use downside deviation to optimize according to the investor’s goal and holding period.

Analyze two frontiers simultaneously.
The Expert Allocator is the only asset allocation program available that lets you simultaneously analyze two efficient frontiers. This dual-frontier capability lets you move interactively between two frontiers to compare the effects of different holding periods, goals, risk measures, distribution shapes, and constraints.

Measure portfolio risk accurately for skewed return distributions.
The Expert Allocator is the only optimizer that handles both normal and skewed returns. This lets you accurately model risk for options, derivatives, and hedge funds, as well as traditional asset classes such as stocks, bonds, and cash, which are also frequently not normally distributed.

Analyze risk and return with your choice of portfolio statistics.
Choices include Sortino and Sharpe ratios, four different skewness measures, Downside Probability, Expected Downside Return, and more. You can show your portfolio’s performance both in terms of return and wealth values.

Use historical data from Investment Technologies or your own.
Access a wealth of historical data from IT including domestic and international market indices. Or you can easily import your own data.

A picture is worth a thousand words.
The Expert Allocator offers a variety of reports to evaluate portfolios and create powerful client presentations. Tailor your analysis by picking the portfolio statistics, holding periods, and goals you want to show. Export charts and tables to include in other applications like Microsoft Word, PowerPoint, and Excel.

In addition, you can:
...use The Expert Allocator’s built-in forecasting tools to generate asset assumptions or enter your own.

...control portfolio holdings with constraints on individual assets and groups of assets.

...easily find a portfolio on the efficient frontier based on your criteria (for example, the portfolio with the highest Sharpe ratio, the lowest probability of failure, the highest wealth value at the 99th percentile).

...modify all inputs to your specifications.

...add your own portfolios for comparison.

...optimize against a liability or benchmark index.

Contact us today to see The Expert Allocator first hand:

Call us at 203/364-9915.
Click here to schedule an online demonstration.
Click here to download a free trial subscription.