Optimize your algorithms with this tool. JPortfolio is an optimization program based on multi-objective genetic algorithms. Program simply searchs for the optimum weight vector of stocks by maximizing the expected return and minimizing the risk of a portfolio. Instead of finding an optimum portfolio, JPortfolio finds more than one solitions on the Pareto frontier.The portfolios on the Pareto frontier dominates any other solutions but they don't dominate themselves. So, one can select a portfolio with a lower risk and higher return or higher risk and lower return from the Pareto frontier.

The portfolios on the Pareto frontier dominates any other solutions but they dont dominate themselves. So, one can select a portfolio with a lower risk and higher return or higher risk and lower return from the Pareto frontier.

Requirements:
* Java

The license of this software is Freeware, you can free download and free use this graphing software.