Application Notes

A series of documents and example spreadsheets showing some of the ways in which quantitative techniques can be applied in POW! and elsewhere; click here for help downloading. We plan to add to the list regularly, so if there is a topic you would like covered please let us know.

1. Constant Group Models in POW! (.pdf file) Describes Constant Group Covariance and Correlation models and how to use them in POW! Frontier.
2. Currency Factor Models in POW! (.pdf file) Implementing simple cross-country currency risk and return models in POW! Frontier.
3. Introduction to Reverse Optimisation Explanation and discussion of the technique used to calculate the returns implied by a set of supposedly efficient asset weights. Includes a fully functional spreadsheet reverse optimiser which can be linked to a POW! Frontier workbook.
4. Using POW! for Backtesting How to harness POW! Frontier for backtesting - in this example, a particular return forecasting methodology.
5. Using POW! for Multiple Investment Mandates Running multiple mandates formerly required a POW! Frontier Automation batch process, but this can now be handled in Excel using the new POW! Mandate module.