Tools for Market Simulation, Portfolio Selection and Risk Management
- “The Demo” is a financial market simulation tool aimed at private banking and wealth management professionals. It facilitates market analysis and forecasting as well as making portfolio recommendations. In particular it asserts consistency between forecasts and recommendations.
- “The Demo” deals with asset class categories, risk profiles and model portfolios. Its core functionality is merging the market equilibrium portfolio with the user’s personal market view. This is done simultaneously and consistently for an arbitrary number of risk profiles.
- “The Demo” will suggest how to improve strategic positions as well as how to tactically allocate in accordance with the user’s view.
- “The Demo” incorporates machine learning techniques as an option to produce market views. Further it can suggest how to best complement an existing portfolio or how to implement a desired mix of assets using a limited set of predefined mandates.
- “The Demo” is of use to anyone responsible for producing market forecasts or portfolio recommendations tailored to a specific risk profile. In addition it can be valuable to managers of well diversified funds. Or, to anyone with an interest in their own investments/savings.
The first version of “The Demo” was built many years ago, but everything it depends on has now been updated to their latest versions. Although it’s in dire need of some GUI updates (and perhaps documentation) everything works.
- Go to http://demo.ojalgo.org/
- Fill-in your e-mail address and press the New User link
- Wait for the password e-mail to arrive, and check among your spam / junk mail if necessary
- Fill-in the password in the login form, and press the Login button
There is not yet user documentation for “The Demo” available. This is the bare minimum you need to know to get started using the on-line beta version of “The Demo”.
- The password e-mail messages often get caught in spam filters. If you don’t find your password e-mail please have look among your junk mail.
- “The Demo” should work with any browser, but apparently it doesn’t. In particular you may find it difficult to edit table cell value – be persistent and try a few alternative movements.
- Most “The Demo” pages contain a table / data grid. If you right-click in the table area (any page) you’ll get a context menu. That context menu could contain several different items, but always contain a “Save Changes” item. Selecting that – saving changes – triggers updates in “The Demo”. Discovering the context menu is necessary to add/remove/update data in “The Demo”.
- If you have questions or problems, use Issues @ GitHub-demo.