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TG OPTIMA, Inc., a leading provider of investment strategy solutions today announced the launch of Investment Optimizer™, a next generation quantitative investment optimization platform. Designed to integrate investment and trading strategies for institutional investors, the platform enables portfolio managers and traders to achieve optimal portfolio construction along with best execution in order to streamline the investment process, broaden risk control, proactively reduce costs and ultimately improve investment performance.
Engineered for institutional portfolio managers and traders with a highly intuitive user interface, the intelligent decision making framework within Investment Optimizer provides investment strategy development capabilities that enable real-time portfolio optimization, market and position risk management, optimized transaction costs, an integrated trade horizon and order book management. The solution supplements existing OMS and portfolio analytics systems and is adaptable to pre-trade TCA and risk models in use today.
Laurie Berke, principal, TABB Group, comments: “The lack of alignment between the investment decision and the trading decision in the financial services business is still a mystery. There is dissonance between the two processes despite the advances in trading technology and analytics. Implementation problems are created when the inputs to the investment decision don’t make it to the trading desk. There is a clear need in our marketplace for a better way for these two partners in the alpha generation process to coordinate their efforts.”
Tony Gau, chief executive officer, TG OPTIMA, comments: “TG OPTIMA was founded to bring solutions to portfolio managers and traders that would help them achieve the best possible investment performance through the alignment of portfolio construction and best execution. When the execution process is comprised of separate inputs and disparate data sources, trading strategies are not always an accurate extension of investment decisions. We created the Investment Optimizer to bridge these gaps and give institutional investors the tools they need to implement investment strategies more efficiently.”
Key features of the Investment Optimizer include:
• One integrated solution with dynamic portfolio management and optimal trading strategies
• Constrained/optimized Sharpe ratio & information ratio
• Support for an array of risk metrics including: variance, volatility, tracking error, VaR, beta and correlation
• Support for pre-trade TCA model covering information leakage, liquidity impact, volatility, correlation, alpha, trading horizon, temporary and permanent impact
• State-of-the-art optimization engines from LINDO Systems, a global leader in optimization
• Visual scenario analysis and excel-interfaced portfolio and data management capabilities
• Broker-neutral open data system
• Confidential and secure local database storage
TG OPTIMA offers a 30-day complimentary trial to qualified investment professionals. Customers interested in additional information or participation in a free trial may visit http://www.tgoptima.com/products.html or contact LINDO Systems, their business partner for sales and technical support.
