The program has been created to support the decision processes in investment management. It will be useful not only for an investor, investment advisor or an asset manager, but also for anyone who intends to enter the world of investments and explore the use of portfolio theory in practice.
The program allows you not only to optimize the portfolio in the Markowitz sense, but additionally allows optimization using 'higher moments', such as skewness or kurtosis (professional version). User can rank assets based on about 15 measures of investment efficiency (eg. Jensen Ratio, Sharpe Ratio, beta, etc.).
You can also calculate all costs related with the realization of the optimal portfolio (new feature). Additionaly time for optimiation was reduced to minimum using cloud computing algorithms. The program can also serve as an aid to scientific research and academic purposes.