Risks & Transaction Costs


Unmanaged risks and transaction costs erode performance.


Sophisticated risks and transaction costs management is needed at every stage of the investing cycle.

Our Solution

We adopt full risks and transaction costs management, from universe selection, portfolio construction, execution to monitoring.

How Our Superior Approach Helps You


Our optimiser allows users to set risk constraints (sector, risk factor exposures etc.) and cost estimates (bid-ask spread etc.). So, risks and transaction costs can be minimised during portfolio construction.


Backtest with point in time database to analyse portfolio risk using volatility, drawdown, Value at Risk and during market stress events. So, users can invest with confidence.


Our portfolio monitoring system allows you to "run your profits and cut your losses" by specifying a limit on maximum possible loss, without setting a limit on the possible gain.

Risk analytics & management
Transaction cost management
Risks should be managed and harnessed. Incurring transaction costs is inevitable. Learn how we control for risks and transaction costs in a multi-dimension manner and throughout the investment process.