Portfolio Models Background

Portfolio Models

Multi-asset portfolio construction and allocation strategies. Risk-parity frameworks and diversified investment approaches across global asset classes.

Strategic Portfolio Construction

Our portfolio models provide systematic approaches to multi-asset allocation and portfolio construction. Based on institutional risk-parity frameworks and diversified investment strategies, these tools help you build balanced portfolios across global markets. Each model implements proven allocation methodologies designed for long-term wealth building and risk management.

Free Models

Open-source portfolio construction and allocation tools.

JPM Efficiente 5

LIVE FREE

J.P. Morgan's multi-asset risk-parity index with systematic monthly rebalancing and 5% volatility targeting across global markets.

All Weather Strategy

FREE

Ray Dalio's All Weather Strategy with risk parity and balanced asset allocation designed for all economic environments.

GTAA 5

LIVE FREE

Mebane Faber's Global Tactical Asset Allocation with momentum-driven trend-following signals across five major asset classes.

CEFI

LIVE PRO

EdgeTools proprietary strategy using mean-variance optimization with risk constraints and 7% volatility targeting.

0.89
Sharpe
7.3%
CAGR
-19.9%
Max DD
vs 60/40: +29% Sharpe, -40% Drawdown

Explore More Models

Discover our complete range of quantitative investment models across all categories.