Lattice Limited

WHY
At Lattice, we believe in more effective and transparent portfolio decision making.

HOW
Insights into hundreds of live large European, US and Asian fund investment processes; proprietary IPs distilled from decade-long collaborations and rigorous research; and potential clients' support and feedback.

WHAT
We deliver unified front-office platforms that support portfolio investment decisions in a crystal-clear, transparent fashion with analytical precision.

The Lattice EPD platform offers 4 engines:
1) Basket Generation: facilitates intuitive market database manipulations for arbitrary alpha factor generation;
2) Portfolio Construction: implements investment views, and soft or hard constraints, on stocks, factors, sectors and baskets into a readily-tradable portfolio (empowered by Lattice proprietary V2P) – first-ever view- / signal-driven portfolio optimiser;
3) Portfolio Analytics: visualises a given portfolio’s risk and return profile against stocks, risk factors, any alpha factors, and even views (empowered by Lattice proprietary P2V) - most comprehensive portfolio analytics tool; and
4) Backtesting: simulates the historical ‘performance’ of a strategy in terms of return, risk, stability etc., and stores historical portfolios, analytics and performance data;

By completely harmonising these 4 engines, EPD enables a new but desirable EPD Investment Process, which empowers investors to fine-tune portfolios so as to precisely and transparently capture intentional alphas and avoid unintentional risks.
Our infrastructure supports flexible means of delivery including user-friendly GUIs and proprietary APIs.