100% Transparent Formulation
Multi-Asset Model
No API or Broker Dealer connection required
Integrate into in-house models and systems
No information leakage or potential for the investment decision process to be reverse engineered
Incorporate proprietary estimates into the model including alpha, volatility, liquidity, etc.
Perform “what-if,” “sensitivity,” and enhanced VaR
Generate proprietary factor scores, back-testing universes
Evaluate real-time performance across all brokers
Parameters can be calibrated based on client trades
Regions covered include: US (LC & SC) Canada (LC & SC), Europe (Developed & Emerging), Asia (Developed & Emerging), Latin America, and Frontier Markets.
Multi-Asset Trading Cost - Model Parameters
