Portfolio solutions / construction & risk
Construct and rebalance client portfolios around investment objectives, with explicit risk, tax, and implementation constraints. Built for the workflows of advisors, RIAs, custodians, and wealth platforms.
Start with positions, exposures, and the limits that define the account.
Investment workflows
From personalized accounts to institutional mandates, choose the construction problem your team needs to solve.
Construct individual portfolios around a benchmark, account restrictions, and tax context.
02Tax-loss harvestingEvaluate eligible lots and replacement exposures within the portfolio’s investment limits.
03Portfolio transitionsBring legacy holdings toward a new mandate while accounting for gains, costs, and risk.
04Index rebalancingTranslate changes in index membership and weights into a reviewable portfolio proposal.
The working model
The decision has to fit the mandate and remain understandable after it leaves the optimizer.
Specify the target, risk model, trading costs, and allowed instruments.
Account for position bounds, exposure limits, turnover, and available liquidity.
Assess proposed trades alongside the resulting allocations and risk contributions.
Two views of the same proposal
Portfolio evaluation depends on the supplied objective, covariance or factor model, constraints, and hardware. The diagrams show a workflow, not forecast returns. The published benchmark record states its own workloads and numerical gates; it is not a performance guarantee for every portfolio.
Portfolio construction / Evaluation
A risk model describes exposures and estimated relationships between assets or factors. An optimizer uses that information alongside an investment objective and constraints to propose a portfolio. Evaluation should specify the model inputs, portfolio constraints, and the criteria used to accept the result.
Use the same input data, objective, constraints, numerical tolerances, hardware assumptions, and timing boundary. Compare feasible results and portfolio outcomes before interpreting speed. The PRISM benchmark methodology documents the scope of its published comparisons, and a pilot can establish a comparison for your workflow.
Work with Asymmetry