About Our Products

MinusMarket Portfolios

Subscribe to our portfolio listings of stocks currently outperforming the market

Investors and Investment Advisors who would like to use our portfolio design technology but do not need the full capability of the Portfolio Workbench can subscribe to our portfolio listings of stocks that are currently outperforming the market. With these we also provide a Portfolio Calculator to allow users to configure portfolios for any account size and number of stocks, all hedged to market neutral.

For more information on MinusMarket Portfolios, click here.

The Portfolio Workbench

introduction-2Introduction to The Portfolio Workbench

This 12-slide overview summarizes the main features of the Portfolio Workbench. The other presentations below go into more detail on each of the various programs and describe the underlying technology used in the product.

The Portfolio Workbench includes the following tools:

The MinusMarket Chart

The MinusMarket Chart is the primary tool we use to evaluate the investment potential of securities. It analyzes the past history of the security price with dividends (total return) and displays four fundamental components:

  • the Alpha component – a measure of relative-performance vs. the market
  • the Beta component – a measure of sensitivity to market moves
  • the Cyclical component that is useful for timing entries and short-term trades
  • the remaining Noise component

The Rainbow Chart

The Rainbow Chart shows up to 20 different MinusMarket indicators on one chart so that we can easily compare different securities.

The MinusMarket Screener

The MinusMarket Screener allows us to screen a large universe of securities for suitability in our portfolios. It can quickly find securities that are out-performing (or under-performing) the market.

The Spread Designer

Long-short spreads are also very useful portfolio components.

If two securities are highly correlated and one is out-performing the other, the optimal long/short spread can provided many opportunities for profit. The Spread Designer provides several tools for designing and measuring the characteristics of such spreads.

The Portfolio Designer

The Portfolio Designer program combines many of the features of the other applications to allow us to design a portfolio of securities and hedge the portfolio for any desired market exposure.

Other Interesting Uses

This presentation shows several other ways the Portfolio Workbench can be used in several other investment processes:

  • Timing Entries
  • Swing Trading
  • A Dividend Capture Portfolio
  • A Smart Beta Portfolio

The Technology

This presentation discusses the underlying technical principles used in the Portfolio Workbench. It is based upon over a decade of research by scientifically trained portfolio managers looking for better ways to manage their client’s portfolios.

The underlying methods are based upon principles that have been used for decades by hedge funds. Our objective was to improve these techniques and to make them usable by portfolio managers who do not have extensive mathematical background.

Potential Users

This presentation shows ways various users can best user the tools incorporated in the Portfolio Workbench.

Getting Started

All new software requires effort by any new user so we have tried to make this process easier by providing several aids. These are described here.