Make better decisions for your clients
Your investment strategy is different. That’s why you need a highly flexible, customizable portfolio construction tool aligned to your specific investment process.
General purpose optimizers and spreadsheets aren’t built for sophisticated portfolio construction. But with the Axioma Portfolio Optimizer, you get an optimization tool specifically designed for solving complex problems.
Flexible objective functions and a deep constraint library coupled with modelling options allows faster and more efficient solutions – whatever your portfolio optimization and construction use case may be.
When it comes to choice, we offer it in spades. Axioma Portfolio Optimizer can be used with the entire Axioma Factor Risk Model suite while those that want to tilt towards ESG attributes can do so with the direct integration of ESG data from leading providers. And, as an API-first and open platform, the Axioma Portfolio Optimizer plays nicely with any third-party risk model, factors, data or software.
Support for a wide range of strategies
- Actively managed portfolios: control portfolio exposures to key factors
- Global portfolios: Efficiently optimize over large asset universes and exposures
- Long/short portfolios: Create a factor hedging basket or implement pairs trading
- Tax-efficient strategies: Limit taxable gains or harvest losses while respecting a risk budget
Find your efficient frontier
- Seamlessly rebalance several portfolios simultaneously while controlling interactions amongst them
- Batch process large amounts of data across multiple portfolios
- Prevent the risk underestimation that commonly occurs with other optimization solutions
- Run backtests for comprehensive risk and performance analytics, which can be customized and automated