Portfolio automation and execution infrastructure for a $500M investment manager.
Korn Capital Management needed strategies taken from backtesting through optimisation to live deployment, with automation integrated into the systems they already ran and reporting consolidated across brokers and venues.
Strategies proven on paper, running on systems that could not carry them.
The strategies were sound. What was missing was the path from a tested idea to capital actually deployed: optimisation, deployment, and an execution layer that behaved in production the way it behaved in a backtest.
Reporting was the second problem. Positions and performance sat across more than one broker and venue, with no single view of what was held or how it was performing.
From backtest to live capital.
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What was delivered.
Automated strategies on infrastructure built for real capital.
Strategies now run automated on institutional-grade infrastructure, with materially lower latency and full visibility over live positions and performance.
The engagement covered the whole path rather than one piece of it: testing, optimisation, integration, deployment and reporting, delivered against systems the manager already depended on.
“Variance are the best in the business. I would not consider looking elsewhere.”
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Running capital on infrastructure you do not fully trust?
We take strategies from backtest to live deployment, and build the execution and reporting layer underneath them.
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