Engineer Portfolios with Quantitative Precision

Empowering Investment Teams with Advanced Portfolio Solutions

New Frontier Asset Allocation System

The New Frontier Asset Allocation System is a comprehensive solution that empowers investment professionals to construct and maintain robust portfolios across market cycles.

Leveraging decades of quantitative finance innovation, our patented system combines:

Michaud Optimization™ for efficient, intuitive portfolio construction
Intelligent Rebalancing™ to maintain portfolio integrity
Sophisticated risk management tools for enhanced decision-making

Our institutional-quality technology enables you to:

Create well-diversified portfolios tailored to specific risk profiles
Adapt dynamically to changing market conditions
Scale operations while preserving customization capabilities
Enhance investment outcomes with cutting-edge quantitative techniques

Discover how our institutional-quality technology can elevate your investment process and help you build portfolios to capture desired market exposure for well-defined investment objectives.

Portfolio Construction and Optimization

Build Intuitive, Well-Defined Portfolios

Estimator

Open architecture allows flexibility to choose assets as well as risk and return definitions. Merge information from multiple data sources and manager forecasts to develop risk and return estimates.

Optimizer

The Optimizer is the core of the Asset Allocation System and creates the efficient frontier using Michaud Optimization^TM. It uses your estimates - created in the Estimator or independently - to generate allocations that are less extreme, more intuitive, and more risk-controlled than traditional optimizers.

Equity Optimizer

The Equity Optimizer applies the power of Michaud Optimization^TM to equity optimization. Starting from the institutional portfolio manager’s choice of risk model and alpha forecasts, it delivers the optimal stock portfolio.

Portfolio Monitoring and Rebalancing

Identify the Optimal Time to Rebalance

Portfolio Monitoring

Monitor portfolios daily and receive alerts when statistically significant signals indicate it may be time to rebalance.

Intelligent Rebalancing^TM

Our statistical rebalance test prevents ineffective and costly trades while enhancing investment value.

Trade Advisor

When our Intelligent Rebalancing^TM test signals that it’s time to trade,Trade Advisor provides guidance on how to make the most effective trades. The technology is designed to identify the trading path with the least turnover while minimizing tracking error.