Products
Investment Optimizer™
TG OPTIMA Investment Optimizer™ sets the new standard in strategic investment optimization. From portfolio construction and re-balancing to trade management, our cutting-edge, world class optimization platform streamlines the complex investment planning process and facilitates a paradigm shift in optimal trading strategy and investment decision making.
>> Incorporate Trading Strategy in Portfolio Construction
TG OPTIMA addresses real world portfolio implementation issues: the strategy integration of investment and execution. Our innovative, feature-rich, system facilitates direct investment planning, ranging from optimal portfolio composition to portfolio trading, across the life cycle of investment process. The intelligent decision making framework provides smart investment strategy development capabilities, with multiple strategy and fund supports, including Long Only, Long Short, Market Neutral, Index Tracking, and Active Extension (e.g., 130/30).
>> Facilitate Collaboration Between Portfolio Managers and Traders
The optimal investment selection and incomparable trade management leads various funds to achieving wide range of investment objectives by assembling designated portfolio characteristics while navigating implementation in coordination with market conditions. The conjunction with concurrent pre-trade TCA framework, involving information leakage, liquidity impact, volatility, correlation, alpha, and trading horizon, leads to actionable transaction cost reduction plan, while allowing the team to select optimal capital allocation across different executable plans.
>> Broad Functionalities in Portfolio Rebalancing, Tracking, Transition and Investment
Built with fund managers and execution traders in mind, TG OPTIMA Investment Optimizer delivers unprecedented speed, security and sophistication to prudent institutional clients through its dual inter-coupled platforms:
- Excel-interfaced Portfolio Book for portfolio and data management
- User-friendly Strategy Panel for investment and trade planning
>> Powerful Optimization Algorithms from Joint Development
TG OPTIMA Investment Optimizer leverages over 30-year experience of pioneering innovation and product development in mathematical programming by LINDO Systems. The cooperation weaves cutting-edge optimization technology into pragmatic investment management to deliver paradigm shift products tailored for money managers.
>> Broker-Neutral Open Data System Delivers:
- Confidentiality: private databases on a local computer stores proprietary model data.- Transparency: comprehensive planning options and reports provide fully control and unbiased
analysis.
- Efficiency: Excel-interfaced frontend and graphic “what-if” analysis moves workflow in fast pace.
>> Key Features
- One Integrated Solution with Dynamic Portfolio Management and Optimal Trading Strategies- Constrained/Optimized Sharpe Ratio & Information Ratio
- Integration of Investment & Trading Alpha and Risk
- Support for an aray of Risk Metrics: VaR, Correlation, Beta, Volatility, Variance, Tracking Error
- Open Multi-Factor Risk Model
- Support for pre-trade TCA model covering information leakage, liquidity impact, volatility, correlation, alpha, trading horizon, temporary and permanent impact
- Broad Selections of Objectives and Constraints
- Multi-Investment Strategies
- Fast Robust Optimization
- Single Long-Short Optimization
- Holding/Trade Threshold and Quantity Restrictions
- Fast, versatile LINDO Solvers
- Visual Scenario Analysis
- Excel-interfaced Portfolio and Data Management Capabilities
- Comprehensive Strategy Panel
- Broker-Neutral Open Data System
- Confidential Local Data Base Storage