Idea generation to automated portfolio construction
Optema is a powerful yet easy to use tool designed to assist in idea generation
and portfolio construction. It is well suited to the ad-hoc creation of index
tracking or tilted portfolios or can be incorporated, as a DLL, into a fully
automated system. It offers an unparalleled combination of speed, features and
practicality in a very easy to use wrapper.
Key Features:
Uses EMA or user defined risk-model
Fast
Uses interior point algorithm optimised to work with factor models
Efficiently handles sparse matrices - quadratics and linear
constraints
Tweak option on output allows quick and easy experimentation
Proprietary genetic algorithm solves best n type problems
Limit number of stocks in final portfolio
Generate shortlist of best trade ideas
Target tracking error or build full efficient frontier
Long only, long-short or market neutral portfolios
Customisable – system or user defined constraints
Correct treatment of residual risk of composites
Easy-to-use with intelligent wizard
Up and running in 5 minutes or available in DLL form.
Please feel free to Contact EMA or telephone +44 (20) 7397 8395 for further details.
