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Efficient Model Portfolio Construction

Based on Black-Litterman approach, OPTIMO reduces the complexity of asset allocation process and provides a valuable solution to define strategic and tactical asset allocation for your customers. An appropriate model portfolio construction provides agile and swift reaction to market fluctuations, with a balanced management of strategic bedrock and tactical concepts.

Business Capabilities

MODEL PORTFOLIO CONSTRUCTION

Creation of strategic and tactical asset allocation for optimal model portfolios, leveraging on the most used market algorithms

CLIENT PORTFOLIO OPTIMISATION

Automation and human governance to deliver optimized suitable portfolios in accordance with customers’needs

Features

Portfolio Optimization based on Black-Litterman approach, according to MiFID requirements for customer target/clustering

Tactical Portfolio Optimization through absolute, relative and weighted views, minimizing portfolio TEV

Efficient frontier generation with a customizable number of portfolios and multi/mono asset portfolio selection, comparison between different frontiers

Benchmark portfolio (expected return/risk) and historical series management

Real-time portfolio adjustment and simulation, ex-ante and ex-post monitoring

Portfolio what if simulation, risk analysis, forward and back analysis, TWRR calculation

Quantitative indicators calculation (VaR, C-VaR, Volatility, Rolling Volatility, etc)

Information tracking, tracing of views and strategic/ tactical choices

Key Benefits

Leveraging on most used market standard algorithms and approaches

Reducing asset allocation process complexity and operational risk

Increasing efficiency and time/cost saving

Allowing different users to manage model portfolio construction in a homogeneous way

External audit readiness and strategic/tactical choices proving

MiFID compliant model portfolios

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