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
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.
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 are presenting these latest research results at the Graphorum conference (Chicago, October 2019).
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.