Axioma Portfolio OptimizerTM delivers the flexibility to model your investment process your way.
Construct your portfolios using the industry’s most extensive library of modeling options, plus a full suite of risk models and Axioma-supplied market data to power your decision-making process. Or, integrate your own or third-party data and risk models—Axioma Portfolio Optimizer is an open platform. Interact with your portfolios using our powerful front-end GUI, along with a suite of APIs that allow for scale and automation across your entire enterprise.
- Leverage Axioma's unrivaled modeling library for portfolio construction across a broad range of investment approaches, including quantitative, fundamental, active, passive, equity, fixed income, ETF, fund-of-funds, asset allocation and tax managed strategies
- For index-tracking portfolios, flexible options enable you to better control risk and transaction costs
- For actively managed portfolios, leverage Axioma’s unrivaled modeling library to get the most from your alpha signal
- For long-short portfolios, create hedging baskets or overlays using Axioma’s extensive set of options for long-short optimization
- For global portfolios, utilize multiple methods to control the unique risks and exposures that these portfolios present
- Solve complex optimization problems with flexible modeling, driven by powerful optimization algorithms (Second Order Cone Programming)
- Incorporate ETFs, futures and other composite instruments using integrated data from Axioma or create your own custom asset compositions
- Run historical simulations to test the performance of potential investment strategies
- Diagnose infeasibilities quickly with Axioma’s Constraint Hierarchy
- Use Axioma’s Constraint Attribution to obtain a dashboard view of the costs of your constraints—those that have an impact and those that do not
- Tackle common challenges practitioners have with optimization solutions with features such as Robust Optimization and the patented Axioma Alpha Alignment methodology, which prevents the underestimation of risk common to optimizers in quantitative strategies
- Customize and automate your portfolio construction process with your choice of RESTful Web Services or API interfaces (GUI, C++, Java, MATLAB, Python and R)
Axioma Portfolio Optimizer: The Most Flexible Portfolio-Construction Tool on the Market
With virtually limitless objectives and an equally unlimited range of constraints, Axioma Portfolio Optimizer delivers maximum flexibility to model even the most complex strategies for a wide range of investment management approaches, from quantitative to fundamental.
Axioma Portfolio Optimizer API: Automate Your Portfolio Optimization and Anlysis Processes
Integrate Axioma's analytical engines into your existing systems with Axioma Portfolio Optimizer’s API. Like the Axioma Portfolio Optimizer GUI, the API is an open platform, enabling users to combine risk model content from Axioma, internal resources, and/or third-party vendors. All the strategy-building flexibility of Axioma Portfolio Optimizer is at your disposal for automating your optimization and backtesting processes.
Axioma Portfolio Optimizer: Tax-Aware Features
Tax-aware portfolio optimization problems are among the most difficult problems for a portfolio optimizer. Axioma Portfolio Optimizer's modeling flexibility and advanced optimization techniques deliver superior results for tax-aware portfolios.
Axioma Portfolio Backtester: Automate Your Portfolio Optimization and Analysis Processes
Axioma Portfolio Backtester gives portfolio researchers the ability to simulate the performance of potential investment strategies, realistically and easily.
Alpha Alignment Factor: A Solution to the Under-Estimation of Risk of Optimized Active Portfolios
In this paper, Axioma researchers explain why risk models underestimate the risk of optimized portfolios. The problem is not necessarily with a risk model, but is rather the interaction of expected returns, constraints, and a risk model in an optimizer. This paper discusses Axioma’s optimization technique that incorporates a dynamic Alpha Alignment Factor (AAF) into the factor risk model during the optimization process to correct the bias of risk estimates of optimized portfolios.
The Fundamental Law of Active Management tells us that good forecasts should directly translate to outperforming portfolios. Why, then, do we so often hear the frustrated lament that they do not? Can this discrepancy between the clear theoretical rigor and the negative practical experience be explained? Axioma researchers analyze the roots of this problem for quantitative management and propose a comprehensive approach that leads to the efficient implementation of quality signals into outperforming portfolios.
Find out more about how Axioma Portfolio Optimizer can help you. Contact us at firstname.lastname@example.org or call us:
North America: +1-212-991-4500
We look forward to hearing from you.