Saving

Please note that options and settings that affect the results of a case are always stored with the corresponding case file.  Other options, such as display options, are stored locally for each user.

Access the Save Data File Window by selecting the Save As Button in the File Section of the NFA ribbon.

To save a complete case, select the OptimizerInfoFiles Option in the Save Data File Window.  Navigate to the appropriate folder.  Enter a name for the saved Optimizer case.  Click the OK Button.  The case (*.nfoi) saves to the designated folder and remains open.  The file compresses as it saves according to your preferences.  Be aware that changes to the Reporter Worksheet do not save in the NFA format.  A complete case includes the investment universe, portfolios, constraints, any results, and the current portfolio selections on the Results Worksheet.

To save transaction costs, select the Transaction Cost Files Option from the Save As Type drop down menu in the Save Data File Window. Navigate to the appropriate folder. Enter a name for the saved transaction costs. Click the OK Button. The transaction cost (*.nftc) saves to the designated folder.

To save a portfolio, select the Portfolio Files Option from the Save As Type drop down menu in the Save Data File Window. Navigate to the appropriate folder. Enter a name for the saved portfolio. Click the OK Button. The Choose Portfolio Window appears. Select the portfolio that you wish to save: reference, initial, optimal, or benchmark. If you wish to save a reference or optimal portfolio, select the appropriate portfolio name/number from the drop down menu. Click the OK Button. The portfolio (*.nfp) saves to the designated folder.

To save a model portfolio set, select the Model Portfolios Option in the Save Data File Window. Navigate to the appropriate folder.  Enter a name for the saved set. Click the Save Button. Select the desired portfolios from the window that appears.  You can select up to six portfolios. Name the portfolios if desired. Click the OK Button. This file format saves the selected portfolios as well as the efficient frontier. If loaded to LifeCycle, the model portfolios appear as named options along the efficient frontier.  

Alternately, pick the Model Portfolio Comma Separated Value Files Option. This option permits you to make changes to the portfolios before loading them in to LifeCycle, which can be useful when you're working with a short-term optimization, yet want to explore the long-term implications in LifeCycle. Navigate to the appropriate folder. Enter a file name. Click the Save Button. Select the desired portfolios in the window that appears. Name them if you wish. Click the Ok Button. This saves two CSV files for importation to Optimizer.

To save a constraint set, select the Constraint Files Option from the Save As Type drop down menu in the Save Data File Window. Navigate to the appropriate folder.  Enter a name for the saved constraint set (*.nfcs). Click the Save Button. Constraint sets (*.nfcs) include asset bounds, customized constraints, quadratic risk penalties, investable asset bounds, and investable customized constraints.

To save investable constraints, select the Investable Constraint Files Option from the Save As Type drop down menu in the Save Data File Window. Navigate to the appropriate folder. Enter a name for the saved investable constraint set (*.nfic). Click the OK Button. Investable constraint sets (*.nfcs) include asset thresholds and asset increments.

To save default constraints, click the Save Default Constraints Button on the Constraints Worksheet (or Investability Constraints Worksheet). The current default asset bound, transaction cost, investable asset bound, asset increment, and asset threshold constraints save to a clipboard. Clicking the Apply Default Constraints Button returns the most recently saved default constraints to the Optimizer and applies them to the current asset set.

To save an efficient frontier within the Optimizer, select the Store Results Option in the Edit drop down menu. This stores the current efficient frontier to a clip board for comparison against a future case.

To save in Excel, access the Excel saving functionality. If you have enabled the Warn Before Attempting to Save in Excel Option in the Preferences Window, a ConfirmDialog Window appears. Though saving in Excel is supported, there are several limitations. First, future versions of the Optimizer may not open the case correctly. Second, cases saved in Excel contain only what is included on the Inputs Worksheet. Any assets currently removed from the investment universe in the Asset Selector do not save in Excel cases.  

To export a tax lot file, select the Export Tax Lots Option from the Taxes Menu. This saves the tax lots information in a CSV file.

To export a relative variance table, select Export Relative Variances from the Save as Menu. Navigate to the appropriate folder. Enter a name for the exported relative variance table (.nfrv). Click the Save Button. A saved relative variance table is a comma-separated text file with the numerical values of the relative variances, used for the rebalance test. Loading this saved table enables the Rebalance Portfolios command in the Rebalance menu, allowing the user to bypass the compute-intensive rebalance test meta-resampling step.

You can also move directly to LifeCycle.