'Summer Body' for Equity Portfolios: Lose the Weight and Keep it Off!

Portfolio ConstructionMarket Comment

CurrencyEquity

What is excess weight in an equity book? It’s the few poorly performing exposures that continuously drag down global performance. TrackMacro is celebrating its 4th year of existence by offering an extended, 2.0 version. The AI, equity-risk application now benefits from additional software, tracking likely dead weight in long-only equity books. TrackMacro 2.0 is not a black box, but a real-time competition tracker to eliminate unfavorable bets. Its “cleaning process” can save up to 10% negative alpha per year on such positions.

We use cookies to optimize our website and our service.

Functional Always active

The technical storage or access is strictly necessary for the legitimate purpose of enabling the use of a specific service explicitly requested by the subscriber or user, or for the sole purpose of carrying out the transmission of a communication over an electronic communications network.

Preferences

The technical storage or access is necessary for the legitimate purpose of storing preferences that are not requested by the subscriber or user.

Statistics

The technical storage or access that is used exclusively for statistical purposes. The technical storage or access that is used exclusively for anonymous statistical purposes. Without a subpoena, voluntary compliance on the part of your Internet Service Provider, or additional records from a third party, information stored or retrieved for this purpose alone cannot usually be used to identify you.

Marketing

The technical storage or access is required to create user profiles to send advertising, or to track the user on a website or across several websites for similar marketing purposes.