Model Portfolio Management and Rebalancing

Create, modify and delete model portfolios - you can create model portfolios with fixed content and shares, or you can create model portfolios with fluctuating shares, when model portfolio shares fluctuate as market prices change. Your model portfolio content can change over time: you can either update the fixed content and shares, or reference to a portfolio maintained in the system to update the content through the reference portfolio. Link your model portfolios to multiple client portfolios to follow which client is following which model. You can export a model portfolio in XLSX, make changes and import it back into the system.

Create, modify and delete client-specific investment plans - you can create client-specific models through investment plans to consider your client's investment preferences. Your investment plan content can change over time.

Follow model-of-models structure - your client portfolios may simultaneously follow multiple model portfolios with specific weight factors between selected models. Model-of-models structure is reflected into your client portfolios as a client-specific composite investment plan.

Set up a strategy based on asset types - you can set up a strategy based on asset types with minimum and maximum shares. You can set up an interpolated strategy, with allocation shares gradually increasing or going down over the period.

Rebalance portfolios and realign investments to match the model - analyze the portfolio content against the selected model, and get suggestions on what to buy and sell. The model can be based on a the portfolio’s chosen model portfolio, investment plan, or strategy. You can rebalance portfolios one-by-one, or rebalance multiple portfolios in one go. You can choose if you want to generate buys only with currently available cash, include estimated cash received from sells, or include estimated cash from outstanding trade orders. You can specify if you want to use credit account balance and available credit for buys, and if you want to cover for the used credit. You can set the smallest threshold to initiate a buy or sell, and define if estimated fees should be taken into account. Other parameters allow you to fine-tune the outcome of the rebalance. At the end, rebalancing suggests trade orders, which you can fully or partially accept to be created into your rebalanced portfolios.

Rebalance with delayed real-time prices - if you have connected to a Market Data Connector that supports a (delayed) real-time price feed, you can rebalance your portfolios with the latest available prices you get from the market data connector. This allows you to use the latest available market data to estimate how much to buy or sell.

Automate rebalancing - you can save different rebalancing option sets for different rebalancing strategies, and use these templates to schedule a rebalance to be run against selected set of portfolios at specified intervals. In addition, you can automatically check if a rebalance is ongoing for selected portfolios, ensuring that you don't automatically rebalance portfolios again while a previous round of rebalancing has not yet gone through.

Invest deposits through rebalancing or according to investment plan - the system can react to incoming deposits to portfolios, and mark the portfolios to be picked up by automated rebalancing. In addition, the system can detect incoming deposits, and automatically create trade orders to invest the deposited amount according to the portfolio's investment plan.

Track rebalancing activities through audit trail - you can track through rebalancing history who has rebalanced which portfolios, when, and with what parameters. You can see which trade orders were created from the rebalance and what were the portfolio weights prior to the rebalance. You can also cancel each rebalance, when all created trade orders and linked transactions are removed.