Build, optimise and stress-test institutional portfolios across hedge funds, private equity, public equities and fixed income. The portfolio construction platform trusted by allocators managing $1.5tn+ in assets.
Portfolio Construction Software
Multi-asset optimisation, properly engineered
The problem
How do you build the optimal portfolio across hedge funds, PE, public markets and fixed income — with your constraints?
Define your universe
Hedge · PE · public · fixed income
Optimise the allocation
Mean-variance · risk parity · Black-Litterman
Stress & report
2008 · 2020 · custom regimes
Institutional-grade portfolio construction tools with full transparency on the assumptions, risks and trade-offs in every allocation decision.
Sharpe-maximising portfolios with full control over expected returns, volatility, correlations and constraints. Visualise the efficient frontier in real time.
Equal risk contribution and view-adjusted optimisation. Combine market-implied returns with your investment committee's qualitative views.
Stress-test any portfolio against 2008 GFC, 2020 COVID, rising rates or custom scenarios. Monte Carlo simulation included.
Hedge funds, private equity, public equities, fixed income and real assets in one consistent risk-and-return framework.
Model gates, lock-ups and capital-call schedules. Build liquidity ladders that meet your spending policy or pension liabilities.
Solvency II, IORP II, UCITS and AIFMD limits applied automatically. Trustee-ready reports generated at the click of a button.
From sovereign wealth funds to private wealth managers — the platform adapts to your mandate.
Portfolio construction software helps institutional allocators build optimal portfolios from a universe of investable funds and asset classes. It applies optimisation algorithms (mean-variance, risk parity, Black-Litterman), accounts for constraints (concentration limits, liquidity, regulatory) and stress-tests the resulting portfolio against historical regimes.
Mean-variance (Sharpe-maximising), risk-parity, Black-Litterman, robust optimisation, CVaR optimisation and resampled efficiency. You can apply any combination of constraints — minimum/maximum weights, asset-class buckets, factor neutrality and liquidity ladders.
Yes. The platform handles cash-flow-based private market modelling (J-curve, IRR, TVPI, DPI) alongside time-series-based liquid analytics (Sharpe, drawdown, VaR) in one consistent portfolio view.
Yes — Bloomberg, eVestment, Morningstar, Preqin, Pitchbook, HFR and Albourne all integrate. You can also upload your own data via Excel or API.
Yes. AlternativeSoft is widely used as a modern alternative to legacy tools like PerTrac, with a more powerful optimisation engine, broader fund database, AI-powered due diligence and a cloud architecture.
Join 150+ institutional investors who rely on AlternativeSoft. Book a personalised 30-minute demo tailored to your workflow.
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