Portfolio Lab is Strateva's portfolio optimization engine. It lets you build, optimize and backtest portfolios using 12 different quantitative models, with assets from global markets.
12 Optimization Models
Each model approaches portfolio construction from a different perspective:
- Markowitz (MVO): Classic mean-variance optimization
- Minimum Variance: Minimizes total portfolio risk
- Maximum Sharpe: Maximizes the return/risk ratio
- Risk Parity: Distributes risk equally across assets
- Black-Litterman: Combines market equilibrium with your views
- HRP (Hierarchical Risk Parity): Uses hierarchical clustering to assign weights
- And 6 more advanced models including CVaR, Max Diversification and Equal Weight
Walk-Forward Backtesting
Optimizing is not enough: you need to validate. Portfolio Lab includes walk-forward backtesting that re-optimizes the portfolio periodically, simulating real investment conditions.
Walk-Forward: Unlike a static backtest, walk-forward rebalances the portfolio over rolling time windows, avoiding overfitting to historical data.
Monte Carlo Simulation
Generate thousands of future scenarios for your portfolio. Visualize the distribution of possible outcomes and calculate metrics like VaR and CVaR for your portfolio.
Availability by Plan
Access by tier
- Free: Read-only (view sample results)
- Plus: Full access, 1 saved portfolio, 10K simulations
- Pro: Walk-forward, up to 50 portfolios, 50K simulations
- Advisor: Up to 50 portfolios, 100K simulations, unlimited backtest
Optimize your portfolio now
Select your assets and let the quantitative models do the work.
Open Portfolio Lab