Bespoke Analysis

Your Needs

We can apply our unique allocation approach to your specific investment constraints and objectives. Our standard analysis seeks to optimize allocations among asset categories assuming a one-year horizon and no maximum/minimum category-exposure constraints. We feel that this approach addresses the broadest number of mainstream institutional users.

However, you may wish to develop an optimization strategy based on a minimum allocation of 30% to equities (for example), 20% fixed-income, a maximum of 15% cash, and so on. You may wish to model no exposure to commodities or real estate. Or you may have portfolio turnover that is shorter (or longer) than a year, and wish to model your holding-period assumption accordingly.

Customization

We can incorporate any or all of these constraints, creating a custom analysis for you. We can even optimize allocations among individual securities, currency baskets, bond portfolios (if you can provide us with the historical data), etc. As a starting point, you may review some of our quantitative work samples:

• Introducing the GOCMX
• Global Sector Performance
• Country Performance
• Correlations Studies: Chart and Table — we can create these for you using any securities, sectors, currencies, etc., of your choice
• Over/Under-Representation
• GOCMX versus S&P 500
• Cyclical analyses

Pricing

Obviously, there is no one-size-fits-all pricing schedule for such services. Send us an e-mail describing your needs, and we will respond promptly with questions and/or an estimate.

Turnaround Times

Turnaround times on custom analysis and optimization projects can be quite rapid: even as short as a day or two for relatively simple projects.

Thank you,
— The Stracia Team