Jacobi was a revered 19th century German mathematician. One of his maxims was: ‘Invert, always invert’ (‘man muss immer umkehren’), expressing his belief that the solution of many hard problems can be clarified by re-expressing them in inverse form. 

As longtime industry practitioners, we asked ourselves the following question: “How can you build and maintain better multi-asset portfolios by only focusing on historic asset class returns?”.

To answer this, we created a platform which turns this traditional approach upside down, allowing our clients to build portfolios based on both forward-looking and historical relationships, including their relevant macro-environment assumptions.