Solution introduction
Next-generation quant tools that provide cost-effective solutions for more efficient portfolio management
The Portfolio Optimizer is a customisable, advanced portfolio construction technology leveraging InvestSuite’s proprietary risk measurement, InvestSuite VaR or “iVaR”, a loss-minimization strategy that benefits from capital preservation in times of market downturn
Key features and uses:
- Offers a portfolio loss protection methodology that can be overlaid on any investment strategy
- Hyper-personalised portfolio construction and rebalancing engine for a Robo Advisor platform
- Determine security weights for a user-defined investment universe
- Construct sub-portfolios that complement core investment strategies
- Construct an intelligent, customised investment benchmark.
- For index-tracking or direct indexing
- For construction model portfolios
Additionally, the portfolio construction framework can be augmented with the following features:
- Explicit floor protection
- Boosting of ESG performance
