Select Page

Modern Portfolio Optimization

Build customized stock portfolios with unique risk characteristics
Demo ReportGet in Touch

Optimize Your Portfolio Today!

Get A Customized Demo Report

Build Smart Portfolios

Choose your risk. Validate your assumptions.

With Renexe you can build highly customized stock portfolios with unique risk characteristics or benchmark your current portfolio against different market scenarios.

The tool can be used by consultants or analysts to build portfolios that minimize risk and increase return.

Renexe is cloud-based, with an easy to use customizable interface combined with a powerful analytics tool.

Cutting Edge

Modern Portfolio Built Exactly To Your Needs

Renexe offers flexible macroeconomic modelling that helps you adopt your portfolio to different market scenarios.

You can include your own parameters, constraints and assumptions. We’ll use your assumptions and combine Monte Carlo simulation models with advanced risk optimization algorithms to identify your optimal portfolio.

What you get

Get a customized demo report

  • Risk Report (VaR, CVaR, CDaR, MDD)
  • Expected Return
  • Sharpe Ratio
  • Portfolio Alpha, Beta
  • Sensitivity Analysis,
  • Stress Test
  • Renexe Optimal Portfolio

Services

What We Can Do For You

Renexe is an integrated long/short equity portfolio optimization and risk management software.

The analysis we run is based on top modern research, with proven academic results.

Renexe is cloud-based, which means you can use it on any device.

f

Long/short equity portfolio optimization

Robust portfolio optimization models, including tail risk and multiple drawdown metrics.

Monte Carlo simulation models

You can run the Monte Carlo simulations for different macroeconomic scenarios for industries or individiual stocks.

Return Analysis

We analyze the characteristics of return probability distributions using correlation analysis and outlier analysis.

Sensitivity and risk analysis

The analysis includes VaR, CVaR, Maximum drawdown,

Open API

We analyze the characteristics of return probability distributions using correlation analysis and outlier analysis.

Backtesting Engine

The analysis includes VaR, CVaR, Maximum drawdown,

About us

Our Mission

Our mission is to make modern portfolio optimization algorithms available as SaaS for everybody interested in investing in public stock markets or related financial instruments.

Get In Touch

00150 Helsinki
+358 40 557 7636
info@renexe.io