Solving Any Complex Strategy with a True Optimizer
The Need
The client was looking to launch new quantitative equities strategies and needed a better, faster and more sophisticated optimizer than their current solution.
The Challenge
Building and testing strategies was a time-consuming process for our client. Their existing optimizer was a closed one, meaning they were not able to integrate third party models. With no API connectivity to any of the other systems in their workflow, the overall process was inefficient. Adding to that, slow generating results from the optimizer and one that could not solve for their more advanced (non-convex) optimizations, they were left with an optimizer not fit for purpose.
The Solution
With virtually limitless objectives and constraints, the Axioma Portfolio Optimizer is flexible and sophisticated, being able to model even the most complex of strategies. Non-convex optimizations were handled with ease while backtests can be both customized and automated through the Axioma Portfolio Optimizer API interfaces. With our plug-and-play technology through APIs, the switch to Axioma Portfolio Optimizer was an easy and cost-efficient solution.
The Axioma Advantage
- A superior optimizer: Fast and flexible, the Axioma Portfolio Optimizer is a powerful tool
- Natively built API: Multiple programming languages are available with data from any third party and easily integrated
- Non-convex optimizations: Axioma Portfolio Optimizer can solve for any advanced optimizations
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