Optimizing QPP Analysis Asset Allocation Models

Kipling with Topaz Adjustment

Kipling with Topaz Adjustment

Some years ago I tested a Mean-Variance Optimization (MVO) software program that was designed for William Bernstein.  Manual data entry and knowing if it was accurate proved to be a problem.  Much to my surprise, I recently received an e-mail from the developers of Quantext Portfolio Planner (QPP), pointing me to an article that an Excel™ guru developed an optimization spreadsheet that links to the QPP program.  I expect to be working on this over the next few weeks so be patient if the number of blog posts fall off a bit while I concentrate on developing some facility with this program.  Actually, I am in the process of developing the worksheet that links back to QPP so the optimization can occur.

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