Our Systems

We supply analytic frameworks that enable asset managers to identify, track and pre-empt shifting sources of portfolio implementation shortfalls. The analytics help retain anywhere from 50-250 basis points of alpha inherent in an investment strategy.


Maximize Portfolio Performance

forward look enables investment managers to maximize the performance of their strategies by systematically reducing portfolio implementation shortfalls


Our Research

forward look's research focuses on the deep structure of securities and cash transactions. Our objectives are to better understand the sources and management of portfolio implementation shortfalls, and their impacts on strategy-specific investment returns.

Current Initiatives

Reference the primary research paper that was published in the 2011 Journal of Investing. An April 2019 manuscript containing major new updates to our earlier paper is available upon request. We presented our latest research results at the Graphorum conference (Chicago, October 2019).


Track an on-going study that focuses on maximizing the returns from a high-yield (leveraged loan) strategy, including some follow-on observations on the evolution of an IBOR implementation

About forward look

We are a boutique advisory that focuses on innovative contributions that investment operations can deliver to directly support portfolio performance.


Our headquarters are in Boston (MA) with a West Coast office in San Francisco (CA).


The company is incorporated in DE and has been in continous operation since 1999.


Industry Perspectives

Sample what industry participants say about the importance of addressing implementation shortfalls in order to preserve alpha inherent in an investment strategy . . .



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