{"id":2416,"date":"2023-06-27T13:30:02","date_gmt":"2023-06-27T13:30:02","guid":{"rendered":"https:\/\/nag.com\/?post_type=case-studies&p=2416"},"modified":"2023-07-04T12:06:09","modified_gmt":"2023-07-04T12:06:09","slug":"global-asset-management-company-enhances-portfolio-construction-tool-with-nag-optimization-solvers","status":"publish","type":"case-studies","link":"https:\/\/nag.com\/case-studies\/global-asset-management-company-enhances-portfolio-construction-tool-with-nag-optimization-solvers\/","title":{"rendered":"Global Asset Management Company Enhances Portfolio Construction Tool with n<\/i><\/span>AG Optimization Solvers"},"content":{"rendered":"\n
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Global Asset Management Company Enhances Portfolio Construction Tool with n<\/i><\/span>AG Optimization Solvers<\/h1>\n \n

Case Study<\/p>\n<\/div>\n\n \n <\/div>\n <\/div>\n <\/div>\n <\/div>\n <\/div>\n<\/div>\n\n\n\n

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Applications experts from Schroders, a global asset management company, have developed an in-house portfolio construction tool. The system SMART (Schroders Multi-Asset Risk Technology), is a highly flexible, open architecture toolset application that produces optimal portfolios relative to a variety of client-specified investment benchmarks as well as reporting on portfolio risk.<\/p>\n

Optimization at the Core<\/h3>\n

Essential to SMART\u2019s portfolio construction capabilities are various numerical algorithms, required by Schroders\u2019 staff to create portfolios that trade-off return and risk. Knowing that n<\/i><\/span>AG are experts in the provision of tried and tested numerical algorithms and wanting to implicitly trust the code that drives calculations within SMART, Schroders turned to n<\/i><\/span>AG to provide the numerical routines.<\/p>\n

Commenting on the latest n<\/i><\/span>AG enhancements to SMART, David King, Head of Investment Risk at Schroders said\u00a0<\/p>\n

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\u201cThe new functionality we have introduced into SMART allows our portfolio managers to fine tune their portfolios in terms of expected return, risk and diversification. We give them the ability to generate many portfolios that trade-off these different characteristics. In order to do this we need optimization routines that are robust, reliable and fast \u2013 our user base isn\u2019t fond of waiting around for the answer! We found that n<\/i><\/span>AG components offer just this combination of qualities.\u201d<\/em><\/p>\n<\/blockquote>\n

Shezad Lakha, Quantitative Analyst within the Multi-Asset team at Schroders added,\u00a0<\/p>\n

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\u201cUsing n<\/i><\/span>AG has increased our computational power considerably. We can now create 20 optimal portfolios in the same time it used to take us to create one.\u00a0 n<\/i><\/span>AG has allowed us to concentrate on value adding enhancements without having to worry about the reliability and speed of an optimizer. n<\/i><\/span>AG are true experts in optimization and mathematical algorithms. They have a wide range of numerical functions designed to solve a breadth of problems and have a support team that is committed to helping you achieve the most efficient solution.\u201c<\/em><\/p>\n<\/blockquote>\n <\/div>\n <\/div>\n<\/div>\n\n\n

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<\/div>\n\n \n Learn More about n<\/i><\/span>AG Library <\/i><\/a> <\/div>\n <\/div>\n <\/div>\n <\/div>\n <\/div>\n<\/div>\n","protected":false},"excerpt":{"rendered":"

Knowing that n<\/i><\/span>AG are experts in the provision of tried and tested numerical algorithms, Schroders turned to n<\/i><\/span>AG to provide optimization solvers.<\/p>\n","protected":false},"author":8,"featured_media":2423,"parent":0,"menu_order":0,"template":"","meta":{"content-type":"","footnotes":""},"post-tag":[45,27,21,42],"class_list":["post-2416","case-studies","type-case-studies","status-publish","has-post-thumbnail","hentry"],"yoast_head":"\nGlobal Asset Management Company Enhances Portfolio Construction Tool with NAG Optimization Solvers - nAG<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/nag.com\/case-studies\/global-asset-management-company-enhances-portfolio-construction-tool-with-nag-optimization-solvers\/\" \/>\n<meta property=\"og:locale\" content=\"en_US\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Global Asset Management Company Enhances Portfolio Construction Tool with NAG Optimization Solvers - nAG\" \/>\n<meta property=\"og:description\" content=\"Knowing that NAG are experts in the provision of tried and tested numerical algorithms, Schroders turned to NAG to provide optimization solvers.\" \/>\n<meta property=\"og:url\" content=\"https:\/\/nag.com\/case-studies\/global-asset-management-company-enhances-portfolio-construction-tool-with-nag-optimization-solvers\/\" \/>\n<meta property=\"og:site_name\" content=\"nAG\" \/>\n<meta property=\"article:modified_time\" content=\"2023-07-04T12:06:09+00:00\" \/>\n<meta property=\"og:image\" content=\"https:\/\/nag.com\/wp-content\/uploads\/2023\/06\/finance-three-1024x683.jpeg\" \/>\n\t<meta property=\"og:image:width\" content=\"1024\" \/>\n\t<meta property=\"og:image:height\" content=\"683\" \/>\n\t<meta property=\"og:image:type\" content=\"image\/jpeg\" \/>\n<meta name=\"twitter:card\" content=\"summary_large_image\" \/>\n<meta name=\"twitter:site\" content=\"@NAGTalk\" \/>\n<script type=\"application\/ld+json\" class=\"yoast-schema-graph\">{\"@context\":\"https:\/\/schema.org\",\"@graph\":[{\"@type\":\"WebPage\",\"@id\":\"https:\/\/nag.com\/case-studies\/global-asset-management-company-enhances-portfolio-construction-tool-with-nag-optimization-solvers\/\",\"url\":\"https:\/\/nag.com\/case-studies\/global-asset-management-company-enhances-portfolio-construction-tool-with-nag-optimization-solvers\/\",\"name\":\"Global Asset Management Company Enhances Portfolio Construction Tool with NAG Optimization Solvers - nAG\",\"isPartOf\":{\"@id\":\"https:\/\/nag.com\/#website\"},\"primaryImageOfPage\":{\"@id\":\"https:\/\/nag.com\/case-studies\/global-asset-management-company-enhances-portfolio-construction-tool-with-nag-optimization-solvers\/#primaryimage\"},\"image\":{\"@id\":\"https:\/\/nag.com\/case-studies\/global-asset-management-company-enhances-portfolio-construction-tool-with-nag-optimization-solvers\/#primaryimage\"},\"thumbnailUrl\":\"https:\/\/nag.com\/wp-content\/uploads\/2023\/06\/finance-three.jpeg\",\"datePublished\":\"2023-06-27T13:30:02+00:00\",\"dateModified\":\"2023-07-04T12:06:09+00:00\",\"breadcrumb\":{\"@id\":\"https:\/\/nag.com\/case-studies\/global-asset-management-company-enhances-portfolio-construction-tool-with-nag-optimization-solvers\/#breadcrumb\"},\"inLanguage\":\"en-US\",\"potentialAction\":[{\"@type\":\"ReadAction\",\"target\":[\"https:\/\/nag.com\/case-studies\/global-asset-management-company-enhances-portfolio-construction-tool-with-nag-optimization-solvers\/\"]}]},{\"@type\":\"ImageObject\",\"inLanguage\":\"en-US\",\"@id\":\"https:\/\/nag.com\/case-studies\/global-asset-management-company-enhances-portfolio-construction-tool-with-nag-optimization-solvers\/#primaryimage\",\"url\":\"https:\/\/nag.com\/wp-content\/uploads\/2023\/06\/finance-three.jpeg\",\"contentUrl\":\"https:\/\/nag.com\/wp-content\/uploads\/2023\/06\/finance-three.jpeg\",\"width\":5472,\"height\":3648,\"caption\":\"Concept augmented analytics. 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