PRISM — Tax-Aware Portfolio Optimization at Fleet Scale
PRISM prices an entire book of personalized, tax-aware accounts before the open — deterministically, auditably, with no per-seat solver license. Measured on real US-equity data (Mar–Apr 2026): ~10× fleet throughput (100,000 accounts in ~11.6 minutes), a 100,004-asset real backtest at ~1.8s per rebalance (Sharpe 0.737), and the full ~$238k tax budget captured on a $5M book. Losing cases kept in.
Use Cases
- Fleet-scale tax-aware rebalancing — price the whole book before the open
- Tax-Loss Harvesting & Tax-Aware Transitions
- Portfolio Transitions & Multi-Account Rebalancing
- Direct Indexing & Institutional SMA Management
Key Capabilities
- Wash-sale handling & lot-level tax accounting
- Sector, ESG & tracking-error constraints
- Deterministic, reproducible solves with full audit trail
- Dedicated cloud, VPC, or on-prem deployment — no per-seat solver license
See the benchmark evidence · Resources · Contact: debdoot@asymmetrycomputing.com