Turkey/Lira Aug 2018 Crisis Update

Optimal Asset Management has been managing a smart beta Emerging Market Small Cap strategy for nearly five years (the strategy went live in October, 2013). In light of the recent turmoil currently…


When does Tax-Loss Harvesting with Direct Indexing Work?

Investing directly in the stocks underlying an index through separately-managed accounts opens up numerous benefits unavailable through pooled vehicles such as ETFs or mutual funds.  Of these,…


Direct Indexing: Not just for Institutions Anymore

Direct Indexing is gaining traction as an attractive equity investment alternative to many different types of investors, beyond the traditional large institutional class. Direct Indexing is simple,…


Universes Factor Allocator

Dynamic Alpha Recent Signal Switch

Monty Joshi, portfolio manager at Optimal Asset Management, takes a closer look at the benefits of factor timing to deliver low cost, data-driven alpha. Optimal Asset Management’s Dynamic Alpha…


Worried about market volatility? Watch this TV show from 1987

If you're watching CNBC, Bloomberg TV, reading Barrons or the Wall Street Journal or even just cruising Google or listening to the pundits anywhere else this past volatile week, you'll know that this…


Factor Allocator Newsfeed

2017 Year End Factor Model Report

Monty's year-end wrap up of Factor Performance was released last month, and if you missed it, you can access the full report here The tl;dr version is: Factor portfolio returns dispersion is very…


Universes Factor Allocator

Q3 Factor Model Report

Momentum maintained its status as the strongest individual factor among the Optimal suite of factors for the third quarter of 2017. Optimal Portfolio Manager, Monty Joshi, highlights this in his Q3…


Optimal at the 6th Annual ETF Conference

The growth of factor investing in the institutional investor space continues. Optimal Asset Management recently returned from a great trip to Toronto and Montreal. Our CEO, Vijay Vaidyanathan, spoke…


Investment Waves

The Great Wave of Kanagawa is Hokusai’s most famous work, one of the Thirty Six Views of Mount Fuji. It depicts an enormous wave threatening boats off the coast of the prefecture of Kanagawa. The…