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Portfolio Management
Automated Portfolio Rebalancing
ClientRobo-Advisory Platform
IndustryWealth Management
Duration4 months
Team3 engineers
10,000+
Portfolios
Managed with automated rebalancing
40%
Lower Costs
Reduced transaction costs through optimization
₹15Cr
Tax Savings
Annual tax-loss harvesting benefit
The Challenge
A robo-advisory startup needed to rebalance 10,000+ portfolios efficiently while minimizing transaction costs and tax impact. Manual rebalancing was impossible at scale, and existing tools lacked tax-loss harvesting.
Our Solution
Built an intelligent rebalancing engine with threshold-based triggers, tax-loss harvesting, transaction cost optimization, and batch execution with smart order routing.
Our Approach
1
Designed multi-objective optimization balancing drift, taxes, and costs
2
Implemented tax-loss harvesting with wash sale rule compliance
3
Built batch execution engine with VWAP and TWAP algorithms
4
Created rebalancing simulation for parameter tuning
5
Developed client-facing notifications and tax reports
Technology Stack
PythonNumPyPostgreSQLCeleryReactAWS
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