RRP Technologies
We aim to provide data analytic tools for investors in financial securities. We think the primary goal of investment is to receive a desired return with an acceptable risk. We use returns instead of prices, because we think price fluctuations between the purchase and sale of an investment, do not matter. We also think risk is associated with the likelihood (or probability) of not receiving the desired return, rather than the volatility of returns.
Our tools allow an investor to analyze a security in several dimensions:
- Frequency distributions. They show the relative frequencies of returns of a given investment period (one year, five years, etc.)
- Time series. They show returns over time so one can look for cycles and trends.
- Comparisons. One can compare one security with different investment periods, multiple securities of the same period, and multiple portfolios.
- Portfolios. One can evaluate a portfolio of securities. We also provide an optimizer in the modern portfolio theory that finds the portfolio with the minimum volatility for a target return.
In this website, we also provide examples of analyses.
Single Security Analysis
Given that you have an intended time horizon of six months, one year or five years, your best strategy for navigating the market can vary. IRRP analysis can help you understand the risks and potential rewards of your investments.
Multiple Security Analysis
You can compare return/risk profiles of multiple investments over intended investment periods of six months, one year, etc.
Portfolio Analysis
Our tools give you the ability to construct your own portfolio using securities that you select and using your allocation of funds to the securities. You can then generate an IRRP graph for your portfolio(s) to see how they compare.
Portfolio Optimization
We use Modern Portfolio Theory to help determine the best allocation of money in your portfolio. For a given target return, we find the allocation that minimizes portfolio volatility.
Advanced Portfolio Optimization
Constrained Portfolio Optimization is an extension of the Portfolio Optimization facility, which allows you to impose upper or lower bounds on the allocation of money to securities.