Portfolio Management

Asset management is about achieving and measuring results—and ensuring that your investment processes deliver the performance and risk exposure that you seek. Axioma provides the highest quality content, sophisticated models and flexible tools, empowering your ability to test, implement, and monitor your portfolio-management strategies.

STATE-OF-THE-ART SOLUTIONS
Axioma offers an array of solutions and implementation options, ranging from portfolio optimization to performance analytics, which can be used on a standalone or integrated basis. Our flexible tools can be configured to accurately reflect your investment decision-making preferences. Our equity models are customizable, enabling you to select the factors, horizons, and estimation universe that reflect your beliefs about the drivers of risk and return. We continually raise the bar by adding innovative enhancements to our solutions, thus maintaining Axioma’s reputation as the recognized industry standard for state-of-the-art portfolio-construction tools, providing you a necessary edge.

  • Accurately reflect your portfolio-construction process with highly configurable construction strategies
  • Simulate the historical performance of investment strategies with flexible backtesting
  • Gain key insights into the drivers of risk and return with advanced analytics
  • Automate production rebalancing processes with full-featured APIs
  • Leverage Axioma-provided content or integrate your own data into our open platform

Axioma Portfolio Optimizer: The Most Flexible Portfolio-Construction Tool on the Market

With virtually limitless objectives and an equally unlimited range of constraints, Axioma Portfolio Optimizer delivers maximum flexibility to model even the most complex strategies for a wide range of investment management approaches, from quantitative to fundamental.


Multi-Period Portfolio Optimization with Alpha Decay

The traditional Markowitz MVO approach is based on a single-period model. For long-term investors, Axioma’s multi-period optimization methodology offers the opportunity to make wait-and-see policy decisions by including forecasts and long-term policy decisions beyond the rebalancing time horizon. Axioma researchers compare this model with the traditional single-period MVO model on a simulated example and show that the multi-period model tends to generate portfolios that are likely to have better realized performance.


Consistent Portfolio Management: Alpha Construction

The Fundamental Law of Active Management tells us that good forecasts should directly translate to outperforming portfolios. Why, then, do we so often hear the frustrated lament that they do not? Can this discrepancy between the clear theoretical rigor and the negative practical experience be explained?  Axioma researchers analyze the roots of this problem for quantitative management and propose a comprehensive approach that leads to the efficient implementation of quality signals into outperforming portfolios.


Aligning Alpha and Risk Factors: A Panacea to a Factor Alignment Problems?

The practical issues that arise due to the interaction between three principal players in any quantitative strategy, namely, the alpha model, the risk model and the constraints are collectively referred to as Factor Alignment Problems (FAP).  Axioma researchers provide theoretical guidance to clarify the role of constraints in influencing FAP and illustrate how Axioma’s Alpha Alignment Factor (AAF) methodology can handle misalignment resulting from constraints.

Find out more about how Portfolio Construction can help you. Contact us at sales@axioma.com or call us:
North America: +1-212-991-4500
Europe: +44-(0)20-7856-2424
Asia: +852-8203-2790 
 
We look forward to hearing from you.