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  Optimizer | LifeCycle | Interface Options

NFA's Optimizer generates allocations that are less extreme, more intuitive, and have more reliable risk estimations than the output of traditional optimizers. The Optimizer uses the inputs prepared by your firm to compute the Resampled Efficient Frontier™. For details on the resampling process, please see our Research page.

Each color in the Optimal Portfolios Composition Map indicates the weight of a particular asset.

Though resampling is the distinguishing feature, the Optimizer contains several additional reporting, interface, and graphical features that help interpret the results and share the portfolios with others. The Optimizer applies the following features to portfolio composition:

• the Resampled Efficient Frontier
• the Rebalancing Rule
• customizable forecast certainty
• statistically significant asset weight ranges
• customizable forecasts for investment risk, return, yield, and correlation
• a complete set of optimization constraints (transaction costs, risk penalty, group constraints, etc.)
• tax considerations
• benchmark-relative optimization
• long-short optimization
• post-optimization investability adjustments