This essay (a) summarizes our views on the foundations of portfolio theory literature and its current deviation from the new business frontier unlocked at asset manager organisations by end-to-end algorithmic technology; (b) discusses the management of a portfolio in a micro dimensional manner...

This essay (a) exposes our experience at asset managers around performance attribution; (b) proposes a new way to extract the main strategies that are ultimately responsible for the dynamics of the portfolio and can become a best practice to attribute performance by design for those agents with...

This essay (a) explains our views on why portfolio managers should be released from operational tasks to concentrate on research; (b) delves into how it can be done efficiently, as a Business-as-a-Factory, within an on-platform asset manager that combines value add from machines and humans; and...

This essay (a) analyses the different business units within a bank seeking similarities across them; b) proposes the exploitation of their synergies through a vertical integration unlocked by recent algorithmic technology advances - in the limit, federated technology for algorithmic trading...