Active asset management

For the actively managed funds we are building an elastic net regression model, see the protocol structure chapter. To display the result relative to the benchmark (a passively managed fund, not that such as fund exists all the time) we showing a page in the frontend with backtesting results. Here we show metrics that encapture the risk adjusted return, such as Sortino ratio and we have a chart for a quick review.

Furthermore, we intend build smart contracts as platform for asset manager to build their own index. They will be able to:

  • Select their own assets from a curated list

  • Build their own rebalancing strategy. Additionally allowing them to opt-in curated 3rd party API's that can enable off-chain calculations, machine learning and AI based strategies.

  • Choose what to do with dividends (auto reinvested, and/or select payment asset)

  • Select a fee within a respectable range

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