Solutions and Tools

Designed to help make building and managing portfolios easier and more effective. 

Asset Allocation System

New Frontier’s Asset Allocation System is a comprehensive solution for institutional quality portfolio management and investment decision making. 

Using our patented Michaud OptimizationTM and rebalancing programs, the system creates sensible, effectively diversified portfolios with advanced risk management technology.

Optimizer

The Optimizer is the core of the Asset Allocation System and creates the efficient frontier using Michaud OptimizationTM. It uses your estimates - created in the Estimator or independently - to generate allocations that are less extreme, more intuitive, and more risk-controlled than traditional optimizers. The Optimizer has too many features to describe here, but here are some of the more important ones.

Your previous model portfolios can be drifted to today’s portfolio weights using online sources. Statistics, including our patented rebalance test, can then be calculated for all these portfolios, and they can be included in graphs. 

New Frontier’s Forecast Confidence works in concert with our Michaud OptimizationTM and Rebalancing technologies. Forecast Confidence allows investors to tailor their optimization to their confidence in their estimates. 

Our efficient frontiers can be spread more evenly across the frontier using our arclength frontier spacing algorithm.

 A wide array of constraints and tools are available to rein in any undesirable extremes and satisfy market mandates. Statistics and full visualizations of how binding each constraint is and how it works with the other constraints help diagnose and understand more complex arrays of constraints.

Pinpointing the right mixture of asset classes or risk target on the frontier can now be automated using our filter to create families of portfolios targeting different risk levels.

A case can be stored and compared interactively to a new optimization, evaluating portfolio difference to choose the best options. Comparisons are available to any stored reference portfolio.

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Portfolio Monitoring and Rebalancing

Our multi-patented portfolio monitoring and rebalancing technology identifies the optimal time to rebalance. 

Portfolio Monitoring

Our investment process monitors portfolios daily and will alert you when statistically significant signals indicate that it may be time to rebalance.

Intelligent Rebalancing

Our patented need-to trade rebalancing test prevents effective and costly trades while enhancing investment value.

Trade Advisor

When our Intelligent Rebalancing test signals that it’s time to trade, our patented Trade Advisor provides guidance on how to make the most effective trades. The technology is designed to identify the trading path with the least turnover while minimizing tracking error. 

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