Under The Hood

Portfolio Optimisation

Portfolio optimisation selects the best portfolio, out of the set of all portfolios being considered, according to the objective of maximising expected returns and factors, whilst minimising financial risks and transaction costs.

Why is optimisation important?

Investing is multi dimensional, with the need to balance up risk, return and transaction costs. Conventional stock filtering is single dimension and does not achieve the best outcome, exposing investors to higher risks and costs.

Portfolio optimisation ensures the best portfolio given the preferences and limitations.

What are the assumptions and limitations?

To allow personalisation, we allow users to specify the parameters. The optimiser will adopt all the parameters and data to construction portfolios. So, users must understand the meaning and impact of the parameters.

How is Crea8's approach different?

We simplify a computationally intensive process and make it accessible.

By allowing users to parameterise the optimiser with their own preferences, portfolios are optimal and personalisable.

Our optimiser has been constructed to be robust, computationally fast and consistent with user’s objective (e.g. in maximising ESG or its sub-pillars in their portfolios).

Crea8 is backed by years of R&D, with some published in peer reviewed journals.

By combining with industry experience, we present the best of technology, data, research for investors to create uniquely investable themes.

Our Peer Reviewed Journal Articles

Stock Returns Computation

Stock returns are sensitive to how they are measured – we show you the reason.

Stock Market Overreaction

Behavioural finance argues that human psychology drives prices – we investigate the overreaction hypothesis.

Stock Market Size Effects

Investing in small stocks is popular – we show how this is related or not to behavioural finance.

Profitability Of Contrarian Investing

Many factors have been proposed to capture stock market anomalies – we provide detailed analysis on simple vs. sophisticated metrics derived from accounting, finance and behavioural finance.

Equity Issuance Signal

Financial crisis provides an ideal setting to study how quality signalling by firms, and information asymmetries, might explain the stock price reactions around seasoned equity offerings.

Insider Trading And Stock Manipulation

Insider trading is executed with the aim of being evasive and undetected. We hypothesise a model to detect possible insider trading and stock manipulation and react in almost real time.

Our White Papers

Sustainable Investing

Our approach centers on empowering you to make more conscious investment decisions and incorporate environmental, social and governance (ESG) factors as part of your investments. Be catalysts for change in the behaviour and incentivise better business practices in the firms you invest in.

Investing towards UN Sustainable Development Goals

We align portfolio to a specific UN Sustainable Development Goal (SDG) consistent with long term themes. We also provide a scorecard for its impact on all SDGs.

Goal Based Thematic Investing

We promote financial inclusion, narrow our society’s wealth divide; and empower investors to control their financial destiny. We construct optimal portfolios that incorporate changes in the markets, be adaptive to changes to personal lifestyle and consistent with long term trends.

Factor Based Thematic Investing

Learn how we construct portfolios using the principles recommended to the Norwegian Government Pension Fund Global; and capitalise on long term themes that transform our society.

Taming and Harnessing Risks

Focusing on portfolio construction, execution and monitoring, we show how risks can be tamed and harnessed to create optimal risk-reward investments.

Frictionless World - Transaction Costs Management

Incurring transaction costs is an inevitable part of investing. We show how we strategically manage transaction costs from the design of strategy, costs estimation, portfolio construction and to execution of orders.