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Portfolio Construction

Bernard Mikhail's suite of systematic investment applications empowers institutional investors to build, implement and manage highly customized portfolios with precision and at scale — from initial concept, design and backtesting through to live execution and ongoing optimization.

Strategy Backtesting Portfolio Optimization Automated Rebalancing Risk Decomposition
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Systematic portfolio construction and optimization dashboard

Design, Validate & Manage Systematic Strategies

From asset managers and ETF issuers to RIAs and family offices, Bernard Mikhail's portfolio construction tools empower institutional investors to build and implement highly customized portfolios — with complete control over risk, return parameters, and execution.

Core Benefits

High-Fidelity Backtesting

Validate complex investment strategies using our high-fidelity simulation environment before committing any capital. Seamlessly transform research into live portfolios with direct execution integration.

Advanced Optimization Engine

Our portfolio optimization engine supports various objectives, constraints, and can be integrated with industry-leading factor risk models — supporting everything from index tracking to alpha-driven strategies.

Risk & Return Attribution

Decompose portfolio risk and return to understand strategy performance over time through interactive visualizations. Leverage factor models to understand common factor vs. specific risk contributions.

The Full Construction Toolkit

Portfolio Optimization

Construct efficient portfolios using the optimizer — minimize tracking error to a benchmark, build active portfolios by supplying alphas, or develop risk-efficient model portfolios.

Strategy Backtesting

Use the backtester to design and validate investment strategies using high-fidelity simulation. Perform capacity studies, assess benchmark tracking error, and validate alpha forecasting power.

Portfolio Rebalancer

Rebalance portfolios with precision and at scale with seamless integration to the trading platform. Support for index tracking, active strategies, and various execution algorithms.

Risk & Return Attribution

Analyze portfolio performance and understand contributions to risk and return over time through interactive, publication-quality visualizations and dashboards.

Risk Decomposition

Leverage factor models to decompose portfolio risk into common factors and specific components — enabling granular understanding of where risk originates across your strategies.

Portfolio Allocations

Easily manage allocations across multiple portfolios in percentage terms, crypto units, or by counter-currency — with full watchlist and sub-account rollup capabilities.

Designed for Institutional Investors

Asset Managers ETF Issuers RIAs Family Offices Hedge Funds Crypto Funds

Build Precision Portfolios

Contact Bernard Mikhail to discover how our systematic portfolio construction tools can transform your investment strategy implementation and scale your operations.

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