Bridging the gap between manager selection and asset allocation

It’s surprising how little airtime is devoted to discussing the connection between manager research and asset allocation. Most investment firms have distinct teams, systems and analytical approaches for each of these disciplines. But this separation can add risk and lead to sub-optimal portfolio decisions. For many firms, there is a significant opportunity to better connect these distinct processes.

Asset Management Darwinism: Storytelling is the Key to Survival (Webinar)

Fund fees won’t be enough – and four other things asset managers might have to get used to

Your Investment Ecosystem: Will it stand the test of time?

Designing an effective technology ecosystem is front and center for many investment managers. With APIs, firms can now create proprietary toolkits that seamlessly connect to best of breed solutions. Read more about how new technology can be deployed across the distinctive workflows of your investment management lifecycle.

No-code is coming to the investing world

The "no-code" revolution is taking hold across the investment industry, dispelling the myth that we must all learn Python or R to remain relevant. For the first time since the advent of the Excel spreadsheet, the playing field is leveled.

Differentiate your capital market assumptions with Jacobi

There is surprisingly little divergence in the way that investment firms communicate their capital market assumptions - two-dimensional PDFs and spreadsheets still dominate. Learn how asset projections can be integrated throughout both the investment and client engagement process.

The most untapped opportunity in asset management

Many asset managers still rely on factsheets, static presentations and past performance to position their products for clients. As the "solutions" trend in asset management accelerates, learn how progressive firms are creating new tools to make this contextualization dynamic.

The danger that lurks in investment teams

Reliance on Excel-based solutions is ubiquitous across the investment management lifecycle due to the inflexibility of legacy technologies. Learn how forward-thinking investment teams can use smarter technology to remedy rigid systems and processes.

Build vs. Buy? Top Factors When Optimizing for Both

The debate around building vs. buying technology has become an increasingly nuanced decision as the technology and financial services industries continue to collide. Learn how some of the leading firms are optimizing for both options.

Jacobi announces launch into the European market

Jacobi Raises $7.7M in Funding

Fund management fintech Jacobi scores deal with £60bn pension scheme

The Jacobi Story - Morgan’s Podcast

Commercializing Research: are Asset Managers finally opening up the research black box

Faced with shrinking fees for traditional services, asset managers are now looking elsewhere in search of revenues. Tony Mackenzie, CEO & Cofounder weighs in on this topic and explains how asset managers can use technology to help facilitate this process.

Jacobi Client Forum hosted in San Francisco

Integrating ESG: Interview

Integrating ESG Considerations in Portfolio Design

While there is an appetite from investors and asset owners to address ESG considerations, there are also challenges for multi-asset investors in doing so. Dan Baxter, Head of Portfolio Design at Jacobi explains why integrating ESG data with other whole-of-fund data and assumptions is a key step in the portfolio design process.

Step Optimization and Portfolio Design

Traditional portfolio optimization processes have several well-known shortcomings. Dan Baxter, Head of Portfolio Design at Jacobi discusses how visualizing changes to asset allocations in incremental steps can be an improvement upon existing approaches.

Multi-Asset Class Modeling: Time to box up your traditional asset classes

Dan Baxter, Head of Portfolio Design and Tony Mackenzie, CEO analyze the need for tools and models that give you useful and actionable ways to understand, manage and communicate the risks in your portfolio.

Modeling Illiquid Assets

Modeling Illiquid Assets within Multi-Asset Portfolios

Illiquid asset classes have become a significant driver of institutional investment portfolio return and risk. Learn how multi-asset investors can incorporate the unique characteristics associated with illiquid asset classes into their multi-asset portfolio modeling.

Using Jacobi for customized client portfolio design

Jacobi Overview - Move Beyond the Spreadsheets

Move your portfolio design process away from spreadsheets

Arithmetic vs Geometric: What’s it all mean

Moving to a multi-period modeling framework helps solve some of the problems of a single-period portfolio optimization, but can produce unexpected results. When modelling asset class and portfolio returns over time investors need to be able to set intelligent assumptions about return distributions, rebalancing and mean reversion, and be able to handle illiquid assets in an intelligent way.

An Inconvenient Truth: ESG and Asset Allocation

Investment debates about ESG typically fixate on individual stock and bond selection decisions. Yet it’s worth stepping back to assess how ESG impacts asset allocation and portfolio design.