Papers and Reports

Pre-Trade Research Reports

- Capturing Maximum Alpha Through Joint Optimization: It demonstrates that The Investment Optimizer’s advanced optimization technology, powered by AI and cutting-edge engineering processes, connects portfolio construction with implementation to deliver a fully integrated investment management solution that maximizes realized alpha.

- ETF Hedging for Block Trade: It lays out strategies to overcome block trading challenges in liquidity sourcing, market movements, information leakage and market impact, especially in the volatile market environment.

- ETF Trading: Liquidity Allocation: It provides an optimal execution plan to efficiently allocate available liquidity from broad trading vehicles, including derivative itself, related derivatives, and underlying securities for both long-only and long-short ETF multi-basket trading.

- Portfolio Trading Applications: It provides a full overview of our portfolio trading capabilities from optimal hedging, liquidation and hedging, basket slicing, block slicing to intra-day program scheduling.

- Portfolio Hedging And Liquidation: It uses principle liquidation as an example and analyzes six implementation scenarios for comparison. The report provides an overview of how our Optimizer can offer equity traders with the means to work out an effective book management plan that hedges out unwanted risk, liquidates oversize positions, and limits liquidity impact on the market, while being able to adaptively schedule the participation in the markets for a list of names.

- Block Hedging Strategies: It uses both single block and portfolio block as examples to demonstrate how to use Investment Optimizer to hedge portfolio risk and schedule trades.

- Portfolio Rebalance and Trading Optimization: It uses portfolio rebalancing as an example to demonstrate how portfolio manager and trader can work together on a synchronized plan which aligns critical investing and trading factors to achieve maximum performance.

White Paper

- Aligning Investment Performance with Best Execution: An Investment Optimization Approach

Executive Summary
Fund managers recognize the advantages of implementing state-of-the-art investment management optimization; requisites for capitalizing on the ever changing landscape in the capital markets by applying a single strategy for investing and trading through a single technology platform. Traders know well that unintended transaction costs in poor execution can easily deplete investment performance. Institutions looking for superior performance can explore investment and trading strategy integration in the context of optimal portfolio construction and best execution to streamline the investment process, broaden risk control, proactively reduce costs and ultimately maximize alpha – achieving investment optimization.

* Please contact us if you would like to receive a copy of our report or paper.