EO

The NFA Equity Optimizer applies the power of NFA’s resampled efficiency technology to equity optimization. Starting from the institutional portfolio manager's usual risk model and alpha forecasts, the Optimizer delivers the optimal stock portfolio.

The Equity Optimizer improves the investment portfolio construction process by including:

the Resampled Efficient Frontier™.
NFA Rebalancing Rule, which reduces unnecessary trading.
forecast certainty levels.
statistically significant asset weight ranges.
customizable forecasts for investment risk, return, yield, and correlation.
composite asset functionality, which removes statistically insignificant stocks from the optimization problem.
a complete set of optimization constraints (transaction costs, risk penalties, etc.)
long-short optimization.
warnings when the target risk exceeds productivity.
post-optimization investability that adjusts the optimized results for trading practicalities.