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Axioma Portfolio Optimizer™

Key Features

  • Offers the most flexible optimizer and portfolio construction tool on the market
  • Supports a wide range of investment-management approaches from quantitative to fundamental
  • Combines virtually limitless terms within objectives, eg, market impact, tax liability, expected returns, etc.
  • Models and differentiates complex strategies with unlimited combination of constraints
  • Utilizes any internal, third-party, or Axioma-provided risk model; use multiple risk models simultaneously or independently
  • Targets active risk and total risk simultaneously
  • Streamlines large production requests with automation and scheduling tool
  • Provides greater views on risk through enhanced risk analytics
  • Manages uncertainty in your inputs with Robust optimization
  • Prevents underestimation of risk with Axioma's patented Alpha Factor™ Method
  • Quantifies the impact of individual constraints using Constraint Attribution methodology
  • Builds 130/ 30 portfolios and other short extension strategies easily
    - Include non-linear market impact costs to realistically model your short extension   strategy
    - Assigns different constraints to the long and short holdings separately
    - Dynamically optimize leverage ratio according to your specific strategy
  • Integrates into existing workflow in GUI, Java or C++ API, and/or XML formats
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