Optimize and analyze the risk of your portfolios using our free application with multiple advanced parameters. The additional functionality will be added as the development goes on.
Choose your preferences and receive a free risk report to your email.
Your occupation (mandatory) Select from the list Organisation (fintech or finanicial industry) Organisation (non-financial) Professional (finance sector) Professional (not related to finance) Enterpreneur, executive Student Other List of stocks (currently active), for non-US stocks add suffix, e.g. AAK.ST
Choose all stocks with market cap filter (optional), in total no more than 300
Exchange Select from the list NYSE NASDAQ NYSE + NASDAQ Min market cap in million
Max market cap in million
Filter for missing values
Filter for zeros (low liquidity)
Monte Carlo simulation parameters
Main model Historical (static) volatilities Dynamic volatilities (GARCH), max 100 stocks Tail risk (for hist. vol.)
Macro modelling type Extreme values Inside range No macro modelling
Select model type Long only tail risk Long/short tail risk Long only drawdown Individual weights, e.g. AAPL should be 5% of portfolio
Confidence level, e.g. 0.99
Max weight for a single stock
Risk (-20 to +20, optimum - 0)
Yearly expected return of stocks, e.g. 10%, if not given the expected value of training data is used
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