UIM Platform employs a multi-factor, multi-period
correlation based model, integrated with market data and computer-driven
analytics. This process uses
both positive and negative correlations, to create optimal portfolio
return across many liquid asset types. This helps to lower volatility.
The model is based on Harry Markowitz's Efficient Portfolio Theory for
which he won the Nobel Prize in Economics in 1990. No attempt is made to
forecast market direction. Instead, correlation of assets that perform
similarly through various market conditions are compared to one another
to create the optimal combination of assets. The computer-driven,
non-discretionary trading model builds the
portfolio on the strength and direction of all assets, including indexes
and ETFs. More than six million dollars have
been invested in this platform.