Zakim bridge

Optimizer

New Frontier's Optimizer generates allocations that are less extreme, more intuitive, and more risk-controlled than the output of traditional optimizers. The Optimizer uses your inputs (Estimator results or independently created estimates) to compute the Michaud Resampled Efficient Frontier™.

portfolio composition map
Each color in the Optimal Portfolios Composition Map represents
the weight of a particular asset across the efficient frontier.

In addition to the patented optimization and rebalancing technologies, the Optimizer contains many additional reporting, interface, and graphical features that help interpret the results and share the portfolios with others.

  • customizable forecast certainty
  • statistically significant asset weight ranges
  • customizable forecasts for investment risk, return, yield, and correlation
  • a complete set of optimization constraints (transaction costs, risk penalty, group constraints, etc.)
  • tax considerations
  • benchmark-relative optimization
  • long-short optimization
  • post-optimization

Move on to LifeCycle.

Equity Optimizer

If you want to optimize a large, complicated equity universe, the Equity Optimizer may be a better fit for you.

Theoretical Underpinnings
fi360
A version of New Frontier's Optimizer appears in the fi360 toolkit.