Smart Portfolio
Optimization.
Achieve Pareto-front efficiency using advanced NSGA-2 genetic algorithms. Navigate multi-objective risks and maximize returns with precision-engineered AI.
Precision Workflow
From complex data to actionable intelligence in four deterministic steps.
1. Connect Assets
Securely link your brokerages or upload historical CSV/JSON data streams.
2. Define Constraints
Set your risk tolerance, liquidity floors, and specific sector weight limits.
3. Execute NSGA-2
Our genetic engine simulates millions of permutations to find the Pareto optimal front.
4. Deploy Strategy
Export your rebalanced weights directly to your trade execution platform.
Optimization Strategies
Choose the selection profile that aligns with your specific financial goals and risk appetite.
Conservative
Capital preservation. Minimal drawdown targeting consistent 4-6% annual alpha.
Low Risk
Maximizes Sharpe ratio. Balanced volatility for steady wealth compounding over time.
Aggressive
Targets high alpha. Genetic selection optimized for market-beating momentum gains.
Max Returns
Pure growth optimization. Tactical asset allocation for maximal capital appreciation.
Ready to scale your returns?
Our enterprise team is ready to help you integrate QuantOptima into your existing high-frequency trading pipeline.
- API Access for Custom Integration
- Dedicated Support Engineer
- White-label Reporting Tools
Transparent Pricing
Pricing scales with optimization depth, data volume, and execution throughput. Annual billing saves roughly 17% versus paying monthly for a full year.
Free
New users, casual investors$0/year billed annually
No annual billing required
Core portfolio research for onboarding, coursework, and low-frequency experimentation.
- Black-Litterman and Markowitz runs
- 60 runs per month
- 3 files per run
- 14-day results retention