Solution · Portfolio Transitions

Move the money without paying for it twice.

Onboarding a legacy book, shifting a client into a new strategy, or putting new cash to work all share one hard truth: the path from the old portfolio to the target runs through realized gains, transaction costs, and tracking error — and the naive path is expensive. PRISM finds the route that respects all three, for every account, at once.

Current book Target model
Realized gainwithin budget
Trade cost12 bps
Tracking err8 bps
124.85×
Peak transition speedup vs an exact commercial solver
1.4s
A transition rebalance the exact baseline takes 179.3 s to run
3
Levers — realized gains, cost, tracking — balanced in one objective
100,004
Assets in the largest structured benchmark, solved deterministically
01 · The problem

The straight line is the expensive one.

Selling the old book and buying the target realizes every embedded gain at once and pays full freight on costs. The good path threads three trade-offs simultaneously — which is what makes it an optimization, not a checklist.

Realized gains

Defer gains where the tax saved beats the tracking it costs; harvest losses on the way. Stay inside a gain budget you set.

Transaction costs

Spread, commissions, and market impact sit inside the objective — so the chosen plan is the one that actually nets out best.

Tracking error

Every dollar left un-transitioned is tracking risk against the target. PRISM moves exactly as far as the budget allows — no further.

↓ all three, balanced in a single solve, for every account in the wave ↓
02 · The evidence

Faster, by margins that change the workflow.

Repeated-run p50 on real US-equity transition workloads, PRISM (GPU) vs an exact commercial baseline (CPU). Every quality gap held under 0.01%.

Speedup by transition workflow · vs exact commercial baseline · N=5,000
Transition Rebalancegap < 0.004%
124.85×
Market Impactgap < 0.01%
25.86×
Tax-Aware Transitiongap < 0.01%
21.32×
Crisis Resiliencegap < 0.001%
20.92×
A single transition rebalance the exact baseline runs in 179.3 s completes in ~1.4 s on PRISM — the difference between an overnight batch and an intraday operation. Full benchmarks →
03 · How PRISM fits

One objective, three levers, every account.

The transition is a single optimization balancing realized tax, cost, and tracking toward your target — run across the whole wave deterministically.

Inputs
  • Current holdings & lots
  • Target model / index
  • Gain budget & constraints
  • Cost & ADV assumptions
PRISM
Tax-aware optimization core

Finds the cost- and tax-aware path to the target for every account at once.

Outputs
  • Transition trade list
  • Realized-gain summary
  • Cost & tracking estimate
  • Audit log

Bring a real transition. We'll show you the route.

In a matched-workload pilot, run a representative transition on your data and see the realized-gain, cost, and tracking trade-offs PRISM finds versus your current process — with every number traceable.

Request a pilot →