OPTEMA

Optema is a powerful, yet simple, 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 and 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-models
• 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