Portfolio Engineering
Design, validate and manage systematic investment strategies
Talos now offers a suite of systematic investment applications that empowers institutional investors such as asset managers, ETF issuers, and RIAs to build, implement and manage highly customized portfolios with precision and at scale.
Benefits
Validate complex investment strategies using our high-fidelity simulation environment.
Seamlessly promote research into live portfolios with direct integration into our award-winning trading platform.
Our portfolio optimization engine supports various objectives, all manner of constraints and is fully integrated with industry leading factor risk models
Manage highly customized investment strategies with unique risk and return characteristics at scale
Decompose portfolio risk and return to understand strategy performance over time through interactive visualizations.
Main Features
Portfolio optimization
Leverage the Talos Optimizer to construct efficient portfolios that satisfy a wide range of investment management constraints.
Minimize tracking error to a benchmark or develop active portfolios by supplying alphas or a model portfolio in a risk and transaction cost efficient manner.
Strategy backtesting
Use the Talos Backtester to design and validate investment strategies using high-fidelity simulation.
Perform capacity studies, assess tracking error to a benchmark or model portfolio, and validate the forecasting power of your alphas.
Portfolio
rebalancer
Rebalance portfolios with precision and at scale with seamless integration to the Talos trading platform.
Manage index tracking portfolios and/or active strategies with support for various instruments and execution algorithms.
Risk and return attribution
Analyze the performance of your portfolio to understand contributions to risk and return.
Assess performance over any time horizon through interactive visualizations
Risk management
Leverage the Talos factor model to decompose portfolio risk into common factors and specific components.
Integrate your own custom factors to generate a custom risk model tailored to your investment thesis.
Request a demo
Request a demo with one of our product experts and learn how Talos can help you connect to the digital assets ecosystem, seamlessly and securely.
Other Features
Portfolio Allocations
Easily manage allocations across multiple portfolios in percentage terms, crypto units, or by counter-currency.
Watchlists
Easily track your organization’s watchlist across any instrument and prime an order in one click.
Reconciliation
Verify daily trades against balance and credit updates from providers and easily understand and address mismatches.
PnL Reporting
Track positions and PnL in real-time trade-by-trade or as part of a wider portfolio. Roll up positions and PnL across multiple portfolios and strategies.
Other Talos Solutions
*The Talos White Label offering is a SaaS technology platform only. It does not provide customers with any registrations or satisfy any KYC/AML, legal, compliance, or other obligations that may be required to operate a brokerage business.
