The Premium Solver Platform includes a Quadratic Solver extension to
its Simplex-based Solver for linear programming problems. This
LP/Quadratic Solver easily handles "efficient
portfolio" models like the one pictured below, using the Markowitz
or Sharpe methods -- it is faster and more accurate for these
problems than the standard Excel Solver. The Premium Solver
Platform is highly recommended if you are solving portfolio
optimization problems. (Click on the worksheet below to see it
full size.) Click to download
free example worksheet models for portfolio optimization, as
well as other investment examples.
Banks, brokerage firms and mutual funds
have been using our Quadratic Solver for years. And the
counterpart of this Solver engine in our Solver
SDK Platform product has been deployed in large-scale
applications on Intranet and
Web servers by several "household name" financial
services companies.
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Platform Product Overview
