verdi-optimo

DIGITAL
ADVISORY

Efficient Model Portfolio Construction

Based on Black-Litterman approach, OPTIMO reduces the complexity of asset allocation process and provides a valuable solution to define strategic and tactical asset allocation for your customers. An appropriate model portfolio construction provides agile and swift reaction to market fluctuations, with a balanced management of strategic bedrock and tactical concepts

OW-Exag-Optimo

DIGITAL ADVISORY

  • MODEL PORTFOLIO CONSTRUCTION

    STRATEGIC PORTFOLIO OPTIMISATION Efficient frontier generation leveraging on Black-Litterman approach, according to MiFID requirements for customer target/clustering

    TACTICAL PORTFOLIO OPTIMISATION Tactical asset allocation process through absolute, relative and weighted views, minimising portfolio TEV

    WHAT IF & RISK ANALYSIS Portfolio what if simulation, risk analysis, forward and back analysis, TWRR calculation

KEY BENEFITS

  • Leveraging on most used market standard algorithms and approaches
  • Reducing asset allocation process complexity and operational risk
  • Increasing efficiency and time/cost saving
  • Allowing different users to manage model portfolio construction in a homogeneous way
  • External audit readiness and strategic/tactical choices proving
  • MiFID compliant model portfolios

FEATURES

  • Portfolio Optimization based on Black-Litterman approach, according to MiFID requirements for customer target/clustering
  • Tactical Portfolio Optimization through absolute, relative and weighted views, minimizing portfolio TEV
  • Efficient frontier generation with a customizable number of portfolios and multi/mono asset portfolio selection, comparison between different frontiers
  • Benchmark portfolio (expected return/risk) and historical series management
  • Real-time portfolio adjustment and simulation, ex-ante and ex-post monitoring
  • Portfolio what if simulation, risk analysis, forward and back analysis, TWRR calculation
  • Quantitative indicators calculation (VaR, C-VaR, Volatility, Rolling Volatility, etc)
  • Information tracking, tracing of views and strategic/ tactical choices