The Estimator is the investment forecasting application of New Frontier's Asset Allocation System. It creates the inputs for the Optimizer in a feature-rich interactive interface. The Estimator uses a wide spectrum of convenient state-of-the-art facilities to merge quantifiable information from multiple data sources and manager forecasts into risk and return estimates. New Frontier’s expertise in finance, economics, mathematical statistics, computer science, software development, and institutional investment experience are built into the software to enhance estimates’ investment value.  

The Optimizer is the core of the Asset Allocation System, creating the efficient frontier with Michaud optimization. It uses your estimates, either created in the Estimator or independent, to generate allocations that are less extreme, more intuitive, and more risk-controlled than the output of traditional optimizers. The Optimizer includes comprehensive constraint functionality, customizable forecast certainty, multiple tax tools, long-short optimization, automatic calculation of portfolio drift, several ways to impose investability constraints, and much more.  

Diversification Across the Michaud Efficient Frontier

diversification across the Michaud efficient frontier

These core modules generate allocations that make the best use of your information. Please contact New Frontier to learn about software features, the research behind the software, and the investments New Frontier's investment committee produces using the software.