Compare the BlitzPort Process Steps

BlitzPort allows you to compare thousands of good, practical, candidate portfolios across several important performance metrics

These focus on finding the one “optimum” theoretical portfolio that minimizes risk on only one performance measure.

BlitzPort allows you find Portfolios on or near the risk efficient frontier of many different measures.

Optimization finds portfolios on the efficient frontier of one chosen measure, but does not consider other measures.

Early in the process you focus on strategies and building real, executable portfolios.    You can delay setting budget and resource limits until late in the process.   

Early in the process, you must define one measure to optimize and agree on all goals and resource and budget limits -- prior to building portfolios,

You can intelligently negotiate and set your goals After you have thousands of portfolios to choose from and you see trade-offs between performance measures,

You must set your goals before you see your portfolios.    Learning trade-offs between goals (shadow prices) is hard and difficult to communicate.

You consider only real, executable portfolios of projects at working interests levels available to you.

Typically these models will assume any working interest level is available. The “optimum” solution typically requires working interests in projects that are not available.

BlitzPort uses Spotfire so that you interactively change your goals and resource limits within the portfolio manager’s conference room.   You immediately see which portfolios and strategies survive the new conditions.

Your management team must agree on goals and constraints at the beginning – before you build portfolios.   If you change your goals, you must rerun the optimizer again.    Turn-around time is minutes to hours depending upon the implementation.

With Blitzport, you can select several portfolios with similar types of performance.    Then, within 10 seconds you can compare the investment decisions common to those selected portfolios.

Depending upon the implementation, you may see only the one optimum portfolio.    Finding common decisions from many portfolios may not be an option.