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MVO Library

The premier product in our suite of Mean-Variance Optimization software is the MVO Library. A limited version of the library is the optimization engine used by M-V Optimizer. While the MVO Library offers many advanced features, we can provide you a customized product with pricing based on the features that are most useful to you for your application.

The MVO Library has been used in a variety of ways:

  • Stand-alone desktop applications
  • Real-time trading applications
  • Web server applications

The library can accommodate an unlimited number of assets and constraints - it is only limited by the speed and memory available on your host computer. Current users regularly process portfolios consisting of thousands of assets.

Table of Contents:

Customizable Features
  • Number of assets or asset classes Consideration of additional linear constraints
  • Processing of proportional transaction costs
  • Factor model processing
  • Factor analysis functions
  • Win 95/98/NT/2K/XP DLL, SunOS/Solaris library or Linux library
  • Both single-user and run-time licenses are available - the type of license you require depends on your application.