Solomon A.I.


Solomon A.I. is a portfolio optimization tool that maximizes risk-adjusted return using custom algorithms based on an Adaptive Asset Allocation model. This tool allows for experimenting with custom allocation algorithms and provides reports and statistics for portfolio managers to assess the performance and invest appropriately. The tool exists as both a Windows desktop application and a web application.

Features:

  • Robust architecture for back-testing and experimenting with different portfolio weighting schemes
  • Spreadsheet-friendly outputs for performing additional analysis and incorporating into financial management workflows

Technology:

  • Desktop application written in C# Windows Forms
  • Web application written using ASP.NET, SQL Server, JavaScript, AngularJS, Flot

The Solomon A.I. portfolio returns (red and green) greatly exceed both the well-diversified SPY ETF as well as a traditional “Equally Weighted” portfolio’s return. It can be adjusted to identify early risks and overcome market slumps such as those experienced in 2009.