Select an optimal portfolio of instruments that replicates the performance of any financial index (e.g., S&P 500) with a reduced number of assets .
Our proprietary technology efficiently solves this complex optimization problem, which traditional commercial optimizers cannot handle effectively.
In the case of the S&P 500, the tracking error is less than 2% per year using only 80 assets with quarterly rebalancing.
60% reduction in transaction costs, minimizing tracking error and operational risks.
Full customization according to your needs: ESG criteria, sector preferences, tax considerations, liquidity restrictions, etc.
Example of SP500 tracking with a portfolio of 80 underlying assets, with quarterly rebalancing. The portfolio’s rolling tracking error is shown, always below 2%, alongside the index’s annualized volatility.
See what's possible with a free demo
