AbleMarkets Smart Beta is a class of strategies aiming to capture drivers of return through rules-based, benchmark-driven factors. AbleMarkets delivers streaming Smart Beta for most financial instruments.
Deploy factors into portfolio rebalancing decisions
How it Works
1. Note index values at each rebalancing time-period for every member of the portfolio.
2. Adjust portfolio weightings by multiplying the weight of each asset determined by your existing framework by (1 + AbleMarkets_Smart_Beta).
3. Reap portfolio gains.
AbleMarkets Smart VWAP is AbleMarkets live intraday market microstructure analysis that links to your execution.
Features and Benefits
Microstructure
Real time comparison with how your portfolio performance would have fared without AbleMarkets Smart Beta.
The Optimal Schedule
The optimal schedule is a tailored trading profile for a stock, identifying when to increase participation and when to be passive, dramatically improving execution performance.
How Do AbleMarkets Clients Use Smart VWAP?
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