Azzilon Systems (Pte) Ltd.

1 Kay Siang Road, #12-02, 248922 Singapore

©2019 by Azzilon.

Methodologies

Introduction

The portfolio management industry is undergoing a revolution analogous to the shift that occurred after Markowitz introduced Modern Portfolio Theory(MPT) over half a century ago. Managers who embrace cutting-edge Financial engineering and portfolio construction methodologies will increasingly dominate traditional managers who fail to adapt and enable in an environment of lower fee structures, heightened transparency and performance related incentives. 
MPT is widely accepted as the underlying methodology by Institutional managers when constructing portfolios, which maximize expected returns at different levels of risk.

Optimization

Explore risk vs. return trade-offs based on historical or forecasted returns. Optimize portfolios based on mean-variance, conditional value-at-risk (CVaR), risk-return ratios, or drawdowns.

Timing Models

Rule-Based methodologies with pre-defined parameters. Azzilon constructs these to be in line with the goals and constraints of its clients.