Analytics Solutions

Portfolio Optimization

Leverage the most flexible optimizer to model even the most complex of strategies

Beyond mean variance: A more sophisticated portfolio optimization tool

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 Models^TM, create your own with Axioma Risk Model Machine^TM, or incorporate third party data.

Axioma Portfolio Optimizer^TM 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, our portfolio optimization solutions can be used for a wide range of investment strategies including:

Active

Control portfolio exposures to key factors while allocating weight to the factors you think will outperform

Index-tracking

Closely replicate an index efficiently by controlling the number of assets, trading costs and tracking error

Tax-aware

Limit taxable gains or harvest losses while respecting a risk budget.

Long/short

Capture asset-specific short selling costs and rebates

Global portfolios

Efficiently optimize global portfolios over large asset universes with many exposures to manage

Automate your process

Schedule large batches of portfolio rebalancings

Associated products

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.

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