System

REIT Portfolio Manager

The REIT Portfolio Manager, a portfolio management system which can be used in various forms and by various participants in the capital markets: mutual fund, smart beta ETF, smart index, synthetic portfolio/credit SWAP, client asset management for financial institutions and insurance companies and hedge funds.

THE REIT PORTFOLIO MANAGER KEY CHARECETERISTICS

  • Tracks and manages a portfolio of REIT tocks
  • Identifies pricing and value inefficiencies in the market
  • Captures long-term and short-term return oppurtunities
  • Enables hedging and numerous investment strategies
  • Suited for both Alpha/Smart Beta approach
  • Can be automatic or combined with human oversight
  • Tracks and rebalances to match the ARI US40 REIT Index

ARI – Appel REIT Indicators

The REIT Portfolio Manager uses a combination of proprietary indicators to generate a highly reliable pricing score for each REIT, continuously. Accordingly, the ARI indicators and the Arialgo scoring system, are able to identify and normalize pricing inefficiencies in the public market. The ARI indicators generate a calculated and normalized systematic score for each REIT, which in combination with machine learning technology enables the system to allocate capital and rebalance portfolios accordingly.

 

Arialgo System Modes of Use

The system has three modes of use:

  • Autonomous: minimal human intervention. The system ranks and selects REITs for the portfolio, and automatically rebalances and hedges the portfolio.
  • Manual: The system indicates the required or recommended rebalancing and hedging trades but the user/manager manually reviews and approves (or disapproves) each trade.
  • Decision Support: The system is used as a source of information and visualization to support a manual and traditional portfolio management.