Each strategy, with its objective in full.
Customizations — benchmark, tracking-error budget, factor tilts, screens, jurisdiction — ride on top of strategies; they are not listed here as separate products. Each detail page carries the objective function, the constraint set the optimizer reads, and the numbered references the math draws on.
- tax_aware_di_us_standard
Tax-Aware Direct Indexing
Track a benchmark. Harvest losses lot by lot. Respect wash sales.
Tax-aware direct indexing tracks a chosen benchmark within a tracking-error budget while harvesting losses at the tax-lot level under the wash-sale rule. The optimizer rebalances daily and surfaces every trade with the gain or loss it realizes, the lot it identifies, and the factor exposures it shifts.
- Net exposure
- 100%
- Tracking error
- ≤ 5%
- Role
- Standalone book
For one-shot calculators that don't manage an ongoing account, see tools — transition planning, year-end harvest maximization, and charitable-giving optimization.