Funding
Funding not disclosed
Founders
Product
Problem
Traditional portfolio optimization algorithms struggle to incorporate non-normal return expectations, model tail dependency, and optimize against risk metrics beyond variance. This limits the ability of portfolio managers to create truly optimal portfolios that maximize returns while minimizing risk. Furthermore, these algorithms often require long computation times, hindering rapid prototyping of different portfolio strategies.
Solution
CashGraphs is a portfolio optimization tool grounded in modern portfolio theory, designed to help portfolio managers develop optimized portfolios. The platform addresses the limitations of traditional algorithms by utilizing non-normal return expectations and modeling tail dependency. It allows users to optimize against various risk metrics, not just variance, to create portfolios that maximize expected mean returns while minimizing expected risk. CashGraphs also offers fast computation times, enabling users to rapidly prototype different portfolio strategies and generate an efficient frontier in under thirty seconds.
Target Audience
CashGraphs primarily targets portfolio managers seeking to develop optimized portfolios that maximize expected mean returns and minimize expected risk, while overcoming the limitations of traditional portfolio optimization algorithms.
Features
- Modern Portfolio Theory (MPT) optimizer for developing optimized portfolios.
- Capability to utilize non-normal returns expectations.
- Ability to model tail dependency.
- Optimization against various risk metrics beyond variance.
- Rapid computation times for efficient portfolio prototyping.
- Customizable portfolio weight constraints for different asset classes.
- Interactive dashboard for visualizing the efficient frontier and portfolio compositions.