MVO Library

The premier product in our suite of Mean-Variance Optimization software is the MVO Library. A limited version of the library is the optimization engine used by M-V Optimizer. While the MVO Library offers many advanced features, we can provide you a customized product with pricing based on the features that are most useful to you for your application.

The MVO Library has been used in a variety of ways:

  • Stand-alone desktop applications
  • Real-time trading applications
  • Web server applications

The library can accommodate an unlimited number of assets and constraints – it is only limited by the speed and memory available on your host computer. Current users regularly process portfolios consisting of thousands of assets.

Customizable Features

  • Number of assets or asset classes
  • Consideration of additional linear constraints
  • Processing of proportional transaction costs
  • Factor model processing
  • Factor analysis functions
  • Win 95/98/NT/2K/XP DLL, SunOS/Solaris library or Linux library
  • Both single-user and run-time licenses are available – the type of license
    you require depends on your application.

How to Buy

MVO Library is highly customizable, and price is based on the exact package chosen. Contact us with a list of the features of interest selected from the following:
1. Number of assets
2. Additional linear constraints
3. Proportional transaction costs
4. Factor model processing
5. Factor analysis functions
6. Platform type
7. License type – depends on your application

For example, a single-user license of a Win 95/98/NT MVO Library with unlimited assets, unlimited linear constraints, proportional transaction costs, and factor model processing costs $20,000 (USD).

Your MVO Library license includes:

  • Reasonable amounts of telephone support
  • A comprehensive interface specification
  • Sample C/C++ and VB/VBA programs


Contact us to discuss pricing and purchase of an MVO Library license.  All major credit cards are accepted.