The Windham Portfolio Advisor represents the foundation of Windham’s technology arm—a comprehensive asset allocation and risk management software. I designed and co-engineered this with Tim Adler at Windham six years ago (2004), this platform was created as a follow-up to the Chow-Kritzman Optimizer. The video below highlights version 2.5, developed in C++ with an underlying quantitative library compiled as a Matlab DLL.

Fast-forward to 2017

The current iteration, version 3.0, features significant upgrades, including an enhanced .NET 4.0 framework, an updated user interface, and additional modules. A notable advancement is the implementation of a publisher-subscriber design pattern to persist objects and their associated business models. (Mathematically, this corresponds to a special case of Bayesian networks with binary conditional joint probabilities of 1s or 0s.)

The technology team continues to drive innovation, exploring new derivatives and developing a universal web platform. For more insights into the groundbreaking work of the business development and R&D teams, see Windham Labs