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// PRODUCT // PORTOPTIM

NM Risk Management System

PortOptim, the NM Risk Management System, lets portfolio managers construct, optimize and backtest quantitative equity portfolios by drag-and-drop. Every step of the quant workflow is a configurable module — no programming required.

Start free trial →
// Overview

Intelligent portfolio management

WEB

Online platform

Browser-based GUI with documentation and tutorial videos. No programming needed.

FAC

Risk factor database

Hundreds of daily-updated US and China equity factors, ready to plug into any model.

OPT

Personalized optimization

Automatic portfolio construction based on each investor's needs and risk appetite.

SRC

Source code & API

Source code available for customization; host the system securely on your own infrastructure.

// Demo

Watch the walkthrough

// Workflow

From universe to risk report

01

Configure the universe

Select the investable stocks, benchmark, rebalancing frequency and backtest window as a reusable configuration.

02

Estimation models

Pick a returns estimation model and a covariance-matrix estimation model independently — e.g. a Fama-French 3-factor model with market beta, HML and SMB — or add your own factors.

03

Position limits & constraints

Set weight bounds, long-only or long-short rules, sector and turnover limits that the optimizer must respect.

04

Optimize

Choose an objective from classic Markowitz mean-variance to large-scale second-order cone programming (SOCP).

05

Backtest & reports

Run the strategy through history and get performance, attribution and risk reports for every configuration side by side.

Stock selection by sector, market cap, P/E and price
Stock selection by sector, market cap, P/E and price
Choose Markowitz, SOCP, SAAM or 1/N
Choose Markowitz, SOCP, SAAM or 1/N
Pre-built Fama-French and Carhart models, or build your own
Pre-built Fama-French and Carhart models, or build your own
  • ›No-code, browser-based workflow
  • ›Mix and match return, covariance and optimization models
  • ›Factor models including Fama-French
  • ›Hosted by NM FinTech or deployed on your own infrastructure
// Highlight 1

Portfolio & risk management reports

Every backtest produces analytical charts, profit & loss plots, vital performance statistics, weights over time and the full trade list — with configurations compared side by side.

  • ›P&L and cumulative return comparison
  • ›CAGR, exposure and drawdown statistics
  • ›Top drawdown periods
  • ›Time series of weights and trades
Profit over time, two configurations compared
Profit over time, two configurations compared
Performance statistics
Performance statistics
Top 5 drawdown periods
Top 5 drawdown periods
Time series of weights
Time series of weights
// Highlight 2

Stochastic Asset Allocation Model (SAAM)

Historical data is only one realization of the market distribution. SAAM optimizes against the true underlying probability distribution rather than one observation — addressing the hardest problem in Markowitz-based models: estimating expected returns and the covariance matrix.

  • ›No overfitting; robust to limited or missing data
  • ›Index alternatives: SPX, CSI, HSI, FTSE, Euronext, DAX, NIKKEI, Nifty, crypto
  • ›Partial indices: cardinality constraints track an index with a subset of stocks
  • ›More effective hedging, robo-advice and fund ranking
Read the NMSAAM research →
// Highlight 3

Risk factors

A high-performance, real-time factor database with fully independent intellectual property, covering listed US stocks (major exchanges and OTC) and 3,500+ Shanghai and Shenzhen stocks.

  • ›Daily update; quarterly fundamentals converted to daily series
  • ›Report release date + 2 trading days used to avoid look-ahead
  • ›Outliers, missing points and meaningless ratios (e.g. negative P/E) handled
  • ›TTM income/cash-flow factors; quarterly and yearly growth rates
Browse the factor database →