Six strategies, each 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.
- long_short_tax_aware
Long/Short Tax-Aware
Active extension. Long more than the book, short the difference. 130/30 through 250/150.
Long/short tax-aware takes negative bets on weak names while keeping a benchmark-like net exposure. Long sells follow lot-level harvesting and wash-sale rules; the leverage variants — 130/30, 150/50, 200/100, 250/150 — are customizations of one strategy. Stock-loan financing is priced into the optimizer's holding-cost model.
- market_neutral_pair_sleeve
Market-Neutral Pair Sleeve
Long/short with zero net exposure. No market beta — return comes from cross-sectional positioning.
A factor-neutral, dollar-neutral construction: every long dollar is offset by a short dollar, and a hard factor-neutral constraint pins exposure to the benchmark factors at zero. Designed as a small companion sleeve to a primary direct-indexing book.
- multi_jurisdiction_di
Multi-Jurisdiction Direct Indexing
Direct indexing across the US, Canada, Australia, and India — each with its own tax rules.
The same direct-indexing engine in four jurisdictions, each with its actual tax rules: HIFO and the 30-day wash-sale rule in the US; ACB averaging and the 30-day superficial-loss rule in Canada; FIFO with the 50% CGT discount in Australia; FIFO with the LTCG exemption, STT, and 2018 grandfathering in India. The strategy lets you see how the same construction behaves under different statutes.
- options_overlay
Options Overlay
Concentrated-position management with covered calls, protective puts, and collars.
A derivatives overlay on a concentrated single-stock holding — covered calls for income, protective puts for downside, collars to bound both — designed to monetize the position over time without an immediate capital-gains event.
- variable_prepaid_forward
Variable Prepaid Forward
Concentrated-position monetization through a structured forward sale.
A structured forward sale that hands the holder cash today against future delivery of shares within a defined collar. The capital-gains event is deferred to settlement. The structure is what wealth managers typically use for founders, executives, and other holders who cannot sell stock outright for liquidity, governance, or tax reasons.
For one-shot calculators that don't manage an ongoing account, see tools — transition planning, year-end harvest maximization, and charitable-giving optimization.