Portfolio Optimization

• Dynamic Rebalancing: Advanced portfolio rebalancing system with multiple strategies and timing algorithms.

• Swarm Optimization: Sophisticated portfolio optimization using various swarm intelligence algorithms for different market conditions.

• Constraint Handling: Comprehensive implementation of realistic portfolio constraints including transaction costs, liquidity, and position limits.

• Multi-Asset Support: Support for diverse asset classes including cryptocurrencies, tokens, NFTs, and traditional assets.

• Risk Management: Advanced risk management with various risk metrics (VaR, CVaR, drawdown) and risk-adjusted return optimization.

• Factor Models: Implementation of factor models for risk decomposition and attribution analysis.

• Scenario Analysis: Tools for stress testing portfolios under different market scenarios.

• Tax Optimization: Strategies for tax-efficient portfolio management and harvesting.

• Multi-Period Optimization: Support for multi-period optimization with dynamic asset allocation.

• Visualization Tools: Comprehensive tools for portfolio analysis, performance attribution, and interactive visualization.