United States and Canada: +1 212-991-4500
Europe: +44 (0)20 7856 2424
Asia: +852-8203-2790
Europe: +44 (0)20 7856 2424
Asia: +852-8203-2790
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
