Algorithms

Used when tracking error is principal, this rebalance allows for portfolios to mimic an index/model's various classes (unlimited defined classes) while being constrained by restrictions and a maximum number of constituents.  This is a very popular type of ideal in wealth management and is often used for clients who prefer beta and focus on asset allocation.  This also allows for something unique, the creation of custom indices.  With this, one can nearly match an index/model's classes while creating their own ESG, SRI, SII, or CSR portfolio.  Calialgo was created for this reason, to supply investors with options to create portfolios specific to their needs.

Created to take advantage of and avoid specific tax situations.  Utilizing the Optimized rebalance algorithm, this rebalance will also ensure wash sales do not occur.

An accumulation of optimization and tax awareness.  This algorithm combines the beauty of unlimited class optimization, general tax awareness, and diversification.  It will take losses, according to your stated minimum per lot, and diversify assets according to class optimization of the model.  Typically used near the end of an account's fiscal year.

Do you have an idea that you think would make this product smarter? Do you think something is missing that if added could help you even more?  Let us know!  We would love to hear about your specific challenges.