Portfolio Strategies

Build portfolios by combining multiple alpha signals

Portfolio Strategies is a powerful analytics tool that helps you to combine single/multiple signals to build portfolios and trading strategies, in a setting that extracts the most alpha under advanced risk and allocation controls.

Under the hood, it runs a mean-variance optimization routine with the given constraints and builds a portfolio allocation at each configured rebalance date. The signal values act as a proxy for expected return, and a return covariance matrix models the expected volatilities. The details of the mathematical formulation of the optimization problem are described in the FAQ.

What’s Next

Learn more about setting up strategies, and interpreting results