The genesis of Windham's technology arm, The Windham Portfolio Advisor, is an asset allocation and risk management software. I designed and co-engineered its technology with Tim Adler at Windham six years ago (2004) as a follow-up to the Chow-Kritzman Optimizer. The video below showcases version 2.5 which was developed in C++; the underlying quantitative library is compiled as a Matlab DLL.

Fast-forward to 2017

The current version, 3.0, has an upgraded .NET 4.0 framework technology, updated user interface and additional modules. The latest revision uses a publisher-subscriber design pattern to persist objects and its business models (in mathematics, this is a special case of Bayesian networks with binary conditional joint probabilities of 1s or 0s).

The technology team continues to innovate and is working on new derivatives and a universal web platform. See Windham Labs for the wonderful work by the business development group and the R&D team.