Beyond a mean variance optimizer
Flexible and scalable, our portfolio construction and optimization solutions are designed to work with your investment process – and not the other way around. Integrate with Axioma Equity Factor Risk ModelsTM, create your own with Axioma Risk Model MachineTM, or incorporate third party data.
Axioma Portfolio OptimizerTM supports a wide range of investment approaches with virtually limitless objectives and range of constraints so you can construct portfolios, test strategies and obtain unique insights into drivers of risk and return.
Across assets, Axioma Portfolio Optimizer can be used for a wide range of investment strategies including:
Control portfolio exposures to key factors while allocating weight to the factors you think will outperform
Closely replicate an index efficiently by controlling the number of assets, trading costs and tracking error
Limit taxable gains or harvest losses while respecting a risk budget.
Capture asset-specific short selling costs and rebates
Efficiently optimize global portfolios over large asset universes with many exposures to manage
Automate your process
Schedule large batches of portfolio rebalancings
Axioma Portfolio Optimizer
The most flexible portfolio construction tool
Supports a wide range of investment management approaches, from quantitative to fundamental with virtually limitless objectives and an equally unlimited range of constraints.
Axioma Portfolio Analytics
An integrated view of your portfolio’s risk and return
Leverage factor-based risk analysis and attribution, assess your factor exposures, and generate print-ready reports.
Axioma Risk Model Machine
Customized risk models to align with your investment process
Easily switch between a holistic view and a singular asset deep dive to gain a better understanding of risk and performance.
Axioma Equity Factor Risk Models
Comprehensive analysis with multiple views of risk
Risk management, performance attribution and portfolio construction through a suite of fundamental, statistical and macroeconomic variants.