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
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.