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1
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Software setup
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Time: 3' 27"
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In this video we’ll show how to properly install Efficient Frontier 3.0 and how to get ready to build efficient investment portfolios
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2
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How to update market forecasts
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Time: 3' 43"
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A good allocation process relies on up to date expected returns, expected volatilities and expected correlations.
All of them can be automatically downloaded and kept on your own pc for offline use.
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3
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Our first Efficient Frontier
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Time: 5' 23"
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Let’s launch our first portfolio optimization, build our first efficient frontier and get accustomed to its essentials.
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4
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Volatility contribution and risk budgeting
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Time: 2' 12"
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It may sometimes turn useful being able to see where portfolio volatility comes from. When analysing an investment portfolio,
the overall volatility gives you a measure of market risk as a whole but a volatility breakdown can be more useful while
choosing which assets are better to underweight in order to reduce total risk. This technique is known as risk budgeting and
turns very easy to perform with Efficient Frontier 3.0
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5
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Zooming in and out an efficient frontier chart
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Time: 1' 08"
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In this brief guide we’ll show how to zoom into a frontier chart and how to zoom out back to original view.
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6
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Advanced efficient frontiers with leveraged long and short positions
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Time: 4' 02"
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In this video we’ll show how to deal with negative expected returns building efficient allocation that allow for
short market exposures with funded instruments like ETFs and ETCs. We’ll also see how to handle leveraged financial
instruments and build optimal allocation with embedded leverage.
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7
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Smart Asset Picker and efficient frontiers comparison
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Time: 8' 20"
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The Smart Asset Picker answers a very common question: given a set of financial market we’re already invested in, which other
markets we should better include into an optimization process in order to maximize global diversification power? This question
is not as trivial as it seems. Expected returns, expected volatilities and expected correlations come into play and can move
optimal choices among tens of market available within Efficient Frontier 3.0. In this video we’ll show how the Smart Asset
Picking Tool can suggest additional markets, how much it can improve portfolio efficiency and how to run and compare multiple
optimizations and efficient frontier’s charts
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8
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Editing automatically downloaded expected returns and volatilities
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Time: 3' 14"
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It may happen, and actually it often does, that our model’s forecasts differ from those of our users at least for a
few markets. In this video we show how to edit forecasts and save different sets of them in different files. This way
you could switch among different sets of forecasts and see how they affect optimal allocations.
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9
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Let’s go deeper into an Efficient Allocation with the automatic sub-allocation tool
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Time: 6' 00"
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Efficient Frontier 3.0 lets you focus your attention in what may be defined the main optimization. This should be
an optimization run on markets as more diversified as possible (i.e. not correlated one to each other). Such a frontier
should be the place where we choose our asset allocation (i.e. one point along the chart) and this allocation should be
the starting point for deeper analysis and further diversification among sectors, countries, rating segments or duration
buckets. These further optimizations (possibly one for every asset in main allocation) can be performed with few clicks
through an automatic wizard that this video will clearly show in action.
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10
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How to create an investable portfolio out of a given asset allocation (Portfolio Builder)
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Time: 12' 24"
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In lesson 9 we’ve seen how to create a well diversified asset allocation tailored on a specific client risk profile. In
this lesson we’re going to show how to pair all assets in a given asset allocation to proper ETCs or investment funds in
order to get an actually investable financial portfolio.
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11
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Setting an encryption key for your customer database
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Time: 1' 25"
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Before starting to add new clients into the system it is important to set a security key (only numbers are allowed) that
will be used to encrypt all your client information. In this video we’ll show how to perform this very simple task.
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12
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Creating a new client and assigning proper risk profile
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Time: 4' 08"
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Once we have set an encryption key for our customer database (see lesson 11) we can start populating it with our customers.
In this lesson we’re going to show how to create a new customer, inserting relevant information and assessing his risk profile
through our built-in risk profiling tool. This profile will be used by the software while performing suitability analysis
on all client’s portfolios.
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13
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How to use and manage Fund Universes in Efficient Frontier 3.0
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Time: 3' 51"
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In lesson 10 (Portfolio Builder) we’ve learnt how to build an investment portfolio out of an asset allocation. It’s as
easy as pairing benchmarks to proper investment funds or ETPs. If we work as advisors for many clients with several
custodian banks, we could have to deal with different distribution agreements that can limit actual investment opportunity
to different clients. Efficient Frontier 3.0 lets you create several fund universes, one for each set of investable funds,
that you can apply to filter the full list of funds suggested by the Portfolio Builder tool. Let’s see how it works...
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14
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Preferred Instruments: how to create a list
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Time: 4' 28"
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It may happens that for one or more markets we have our preferred investment funds or ETPs. In this case we can create one
or more custom list of preferred instruments to be paired with specific benchmark markets. When a preferred list is loaded,
Portfolio Builder will always include at the top of the list of suggested funds (or ETPs) those paired to the market we’re
working on. Let’s see this in practice...
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15
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Lesson 15 - Editing an existing Preferred Instruments List
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Time: 1' 55"
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Here we'll see how to add or remove instruments to an existing list. We'll also show how to add instruments for a market
that is not included within an existing list.
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16
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Lesson 16 - How to use preferred instrument lists
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Time: xx' yy"
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Let’s see a preferred instrument list in practice. How can we use it while building investments portfolios?
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17
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Lesson 17 - Portfolio Analyser - general overview
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Time: 13' 37"
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Discover the most powerful marketing tool available within Efficient Frontier 3.0. Portfolio Analyser lets you cope
with the four main customer relationship management activities:
1 - prospecting; that is getting new clients
2 - building actual investment portfolios
3 - periodically review existing portfolios
4 - manage extraordinary events requiring portfolio adjustments
This first video will give a general overview of this powerful tool. Other videos will teach you how to use all of its features.
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18
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Lesson 18 - Portfolio Analyser - Dealing with single stock holdings
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Time: 14' 49"
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Learn how to convert a single stock holding into a corresponding asset class adjusting by beta and, if that is the
case, by any foreign exchange effect. Efficient Frontier 3.0 can manage most listed companies all over the world
thanks to free Alpha Vantage price series service. This functionality, therefore, is subject to
availability of the above mentioned service.
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19
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Video 19 - Portfolio Analyser – Dealing with single bond holdings
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Time: 5' 3"
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Portfolio Analyser can handle any bond listed in the Berlin Exchange, the EuroTLX market and the MOT market.
In this guide you’ll see how to deal with bond holdings while converting an actual portfolio into a corresponding asset allocation.
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20
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Video 20 - Portfolio Analyser – Dealing with ETFs and ETCs
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Time: 4' 1"
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Efficient Frontier handels many thousands of ETFs and ETCs. Let’s see how to enter them into an investment portfolio
and how to assign proper reference market. Missing instruments can be submitted for inclusion in our systems.
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21
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Video 21 - Portfolio Analyser – Dealing with Investment Funds
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Time: 5' 50"
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Efficient Frontier handels many thousands of investment funds. Let’s see how to enter them into an investment portfolio
and how to assign proper reference market. Missing instruments can be submitted for inclusion in our systems.
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