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eBook | Asset Allocation - Algoritmic Structures

eBook | Asset Allocation - Algoritmic Structures

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Milestone Group

November 30, 2021
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  1. voodoo 1 ASSET ALLOCATION ALGORITHMIC STRUCTURES

  2. voodoo 2 ALGORITHMIC STRUCTURES AT A GLANCE Implementation and automated

    operation of complex interfunded (‘fund-of-fund-of-fund’ type) investment structures where cash flows are allocated and the structure is rebalanced systematically. Custom Target Date Funds Lifestyle Funds Unit Linked Funds Fund of Funds Risk Rated Funds Fund of Hedge Funds → Allocating daily cash flows → Periodic rebalancing ​ → Daily monitoring of target ranges with alerts for exceptions ​ → Implementing and operating complex multi-tiered structures​ → Inclusion of ‘illiquid’ investments such as private market and other ‘non-daily traded’ products → Automated management of data interactions → Placement and tracking of resulting orders through the full lifecycle → Asset Liability ‘Box’ Management EXAMPLE FUNDS COMMON CHALLENGES TYPICAL STRUCTURE
  3. voodoo 3 The increasing complexity of investment strategies The increasing

    complexity of the implemented portfolios The increasing use of alternative assets and the challenging aspects of administering and transacting them A CHALLENGING ENVIRONMENT DOWNLOAD THE COMPLETE EBOOK TO ACCESS THE FULL INFORMATION AND ALL THE RESOURCE LINKS