Alm Optimizer

ALMOptimizer® is an advanced asset and liability allocation software used by portfolio managers globally. Our clients enjoy an innovative, inexpensive, easy-to-use asset allocation product that incorporates asset allocation diversity, state-of-the-art technology, and the ability to solve complex optimizations. Details are available at The ALMOptimizer® successfully extends Markowitz portfolio optimization to seamlessly include many critical variables, optimizations, and constraints that are not included in competitive software. Critical variables include liabilities, tail risk, risk parity, currency hedges, overlays, absolute returns, lognormal returns, rebalancing costs, short position costs, different optimization, risk and rebalancing horizons, scenario generation including jumps, and stress testing from skewed and fat-tailed distributions. Constraints on allocations or risks include, but not limited to, upper and lower allocation limits, risk budgets, economic factors exposure, long/short extensions, market neutrality, alpha transport, and shrinkage constraints to control bias. Report contents are exportable to your company’s templates. The ALMOptimizer® product modules include: • Portfolio optimization • Overlay optimization • Special optimization • Currency hedge optimization • Scenario generation Our proprietary platform provides sophisticated asset allocation capabilities in user-friendly and intuitive online interfaces that helps analyze and improve expected portfolio risk and return, set goals for you and your clients, and demonstrate that you are the advisor of choice. Interested in taking your portfolio performance to the next level? Focus on your portfolio management and let our asset allocation software be your guide. Contact me for an online demo at bob@rmkorkie.com or or support@almoptimizer.com.