Construct a Portfolio that Best Isolates Fundamental Views

Step 1

• In the Rebalance → Simulator view, adjust individual position sizes to better align with expected returns and view the impact on specific and factor risks and overall portfolio positioning.

Step 2

• For a more holistic view, run the Optimizer adding forecasts and constraints to generate a higher expected return portfolio with more risk from idiosyncratic/fundamental views.

Step 3

• Drill down, iterate, review underlying trades, and send to OMS or trade desk for processing.