Optimize your Investment Portfolio

If you would have invested 1000$ in 2020 in the following stocks using equal resource allocation:

AAPL, MSFT, NVDA, JPM, KO, V, XOM, PG, HD, UNH

By october 2020 you would have lost 30% of your initial investment. At around this point most ‘‘investors’’ panic and sell.

Using quant driven strategies such as the max sharpe ratio your maximum drawdown would have only been 10%.

We do not ask for any access to your funds. Our service is as simple as it gets. You send us an email. We discuss what strategy fits best for your level of wanted risk. You send us your investment portfolio we optimize it. Then guide you on how to allocate your resources efficiently.

Step beyond passive investing.

This chart highlights the performance difference between an Equal Weight Portfolio, where capital is distributed evenly across all selected assets, and the Max Sharpe Ratio Portfolio, which is optimized to achieve the highest return per unit of risk.
By analyzing historical returns and volatilities, the Max Sharpe strategy identifies a mathematically superior allocation demonstrating how intelligent optimization can significantly outperform naive diversification over time.

Want results like these?

Let our tools help you reallocate your investments using real quantitative models built by professionals.