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Asset
Allocation
We introduce our optimal
asset allocation algorithm as a
major breakthrough in the industry.
There is basically no
progress in past 40 years regarding optimal portfolio
algorithm. Mean-Variance algorithm does not work because
of its super-sensitivity
to assumptions and unrealistic
results. New techniques like
Black-Litterman don’t improve much… What is needed is an
framework that works robustly.
Our innovative algorithm is a breakthrough in this
important area:
-
 It's
designed to minimizes the chance of absolute
loss and relative loss by
considering the complicated interactive
impact of each different asset class,
especially the correlation between them to
achieve highest
return with one unit of risk taken
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Compared
to the mean-variance algorithm, ours is
much more robust, realistic and prompt in
responding to changes in the
economic
and investment environment
Portfolio as the
result is more balanced, earns higher return and lower
volatility
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