- Determine the investible universe
- Determine upper and lower bounds for exposure at multiple levels - a "compliant modelling" approach that took classic mandate restrictions AND investment preferences and combined them into one iterative process.
- Look at available market liquidity
- Generate multiple sets of order proposals
- Execute compliance restriction rules on the proposed orders in one iterative process.
- Back test using some proprietary modelling techniques.
|A different kind of production line, St. Athan, Wales...|