Interactive portfolio optimisation and rebalancing

The asset manager is based on the latest portfolio theories and enables to incorporate lists of recommendations, customer constraints and statutory.

Proposal Preparation:	Based on the predefined strategy, a selection of possible model portfolios is provided. Before/after situation is displayed in comparison on the Efficient Frontier.
Rebalancing:	The choice of suitable titles is based on the Genetic Algorithm and takes lists of recommendations into account.
Constraints Handling:	Tactical adjustments can be linked to a multitude of conditions (specification of bandwidths, switch to lists of recommendations, etc…)

Asset Manager

The asset manager is based on the latest portfolio theories and enables to incorporate lists of recommendations, customer constraints and statutory restrictions. It is capable of including any number of asset classes or sub asset classes. In addition, the turnover rate for existing portfolios can be predetermined and thus permits individual optimisation.

Functions of the Asset Manager	Description	download PDF Asset Manager
Portfolio Optimisation / Rebalancing	The selection of suitable titles is based on effective optimisation engines, key word Genetic Algorithm. The implementation of appropriate control logic is customised. Besides the suitability of the instrument, additional criteria such as cardinality and homogeneity of choice are taken into account.
Suitability	Real-time suitability checks where there are changes to the portfolio guarantee compliance at all times. The rules for suitability are taken into account for each specific bank.
Asset Classes	Absolute freedom when defining asset classes and sectors.
Efficinet Frontier	Before/after comparison of the proposed changes on the Efficient Frontier according to Markowitz.
Lists of Recommendations, Constraints	Tactical adjustments can be linked to a multitude of conditions (specification of bandwidths, switch to lists of recommendations, "no nuclear energy", bonds only with term xy, etc…) Lotting rules are taken into account for changes. Differences which arise are automatically entered as cash-equivalent items. Divergent logic is possible.
Report	Individual preparation of proposals with dynamic content. The customised layout (CI) is fully taken into account.