Efficient model portfolio construction

Based on Black-Litterman approach, OPTIMO reduces the complexity of asset allocation process and provides a valuable solution to define strategic and tactical asset allocation for your customers. An appropriate model portfolio construction provides agile and swift reaction to market fluctuations, with a balanced management of strategic bedrock and tactical concepts.



  • Multi/Mono asset portfolio selection
  • Market neutral portfolio management
  • Benchmark portfolio (expected return/risk) and historical series management
  • Quantitative indicators calculation (VaR, C-VaR, Volatility, Rolling Volatility, etc)
  • Flexible financial view management: definition of forecast with a given confidence level
  • Definition of absolute, relative or weighted views with a confidence level
  • Business constraints management
  • Portfolio Optimization based on Black-Litterman approach, according to MiFID requirements for customer target/clustering
  • Tactical Portfolio Optimization through absolute, relative and weighted views, minimizing portfolio TEV
  • Efficient frontier generation with a customizable number of portfolios: the best possible expected return/risk profile and correlation matrix
  • Historical efficient frontiers management and comparison between different frontiers
  • Portfolio what if simulation, risk analysis, forward and back analysis, TWRR calculation
  • Real-time portfolio adjustment and simulation
  • Information tracking, tracing of views and strategic/ tactical choices
  • Providing all users with a unified platform
  • Generating real-time efficient frontier
  • Ex-ante and ex-post monitoring
  • Multi-step optimization algorithm
  • Demonstrating periodic review to re-check your strategies
  • Natively integrated with Objectway advisory solutions
  • Leveraging on most used market standard algorithms and approaches
  • Reducing asset allocation process complexity and operational risk
  • Increasing efficiency and time/cost saving
  • Allowing different users to manage model portfolio construction in a homogeneous way
  • External audit readiness and strategic/tactical choices proving
  • MiFID compliant model portfolios

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