Quadratic Solver in Excel
For Faster, More Accurate Portfolio Optimization
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.