About

Portfolio DNA provides investment strategy and consulting services to the investment community across a broad range of topics. Expertise includes:

– Performance measurement and attribution
– Risk metrics, models, and attribution
– Portfolio construction and optimization
– Fundamental and estimate databases
– Quantitative factors and screens
– Backtesting and simulation
– Correlation and volatility analysis
– Market indexes, styles, sectors/industries, and rebalancings
– Peer groups and universes
– 130/30 portfolio management
– Customization

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