Didier Darcet
24 July 2019

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

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.