Building any complex strategy with a true portfolio optimizer
A case study
A client needed a superior portfolio optimizer to launch new quantitative strategies.
Building and testing strategies was time-consuming for this USD33bn asset manager, who wanted a portfolio optimizer that was better, faster and more sophisticated than their existing solution.
Their challenge with the existing portfolio optimizer
As a closed optimizer, their solution was preventing seamless integration with third-party risk models. The lack of API connectivity to other systems in their workflow made the process inefficient. Moreover, the portfolio optimizer generated slow results and couldn't handle advanced (non-convex) optimizations, leaving them with a portfolio construction tool unfit for their needs.
The solution: Implementing a market-leading portfolio optimizer
With virtually limitless objectives and constraints, the Axioma Portfolio Optimizer, is a portfolio optimization tool that offers unparalleled flexibility and sophistication, capable of modeling even the most complex strategies.
It easily manages non-convex optimizations, and backtests can be customized and automated through the Axioma Portfolio Optimizer's API interfaces. Additionally, the plug-and-play technology via APIs made the transition to Axioma Portfolio Optimizer seamless and cost-efficient.
The advantage: Sophisticated portfolio optimization software
- Advanced portfolio construction: Fast and flexible, the Axioma Portfolio Optimizer is a powerful tool
- Natively built API: Supports multiple programming languages, integrating data from any third party effortlessly
- Non-convex optimizations: The Axioma Portfolio Optimizer excels at solving complex problems
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