Custom benchmarks, exposure sizing, and rebalance proposals — clickable to every constituent.
Portfolio Construction covers the build-and-rebalance workflow: loading and comparing against custom benchmark blends, constituent-level and segment-level rebalancing, delta-adjusted exposure sizing, cash-aware allocation, and generating rebalance proposals that respect mandate constraints. Every proposed trade is auditable against the rules it was built from.
5 reports in this category. Every cell is clickable to the source row.
How does my portfolio stack up against the benchmark at the constituent level?
Side-by-side weight, return, and exposure comparison of the portfolio against any standard index, custom blend, or peer composite. Drill from total tracking error down to the individual constituent that contributed it.
Which individual holdings need to be bought or sold to match my target?
Generates per-security buy/sell orders to reach the target portfolio, respecting minimum lot sizes, restricted-list exclusions, and turnover budgets. Proposals are pre-checked against Compliance before they reach the trader.
How do I rebalance by sector, country, or theme without dictating each name?
Top-down rebalance by any classification dimension (sector, industry, country, currency, factor) — the engine picks constituents within each segment based on your ranking or equal-weight rules.
What is my true delta-adjusted exposure, and how do I size to a target?
Delta-adjusted notional exposure aggregated by any dimension, including options, futures, swaps, and ETFs. Sizing tool to solve for the exposure target while respecting cash, leverage, and concentration limits.
How should I deploy new cash without breaching mandate targets?
When cash arrives (subscription, maturity, dividend), the engine proposes an allocation that moves the portfolio toward its targets while minimizing turnover and tax impact. Respects the Cash Forecast so you don't allocate money that's booked to settle a trade tomorrow.