FlexPTS (Portfolio Trade Scheduler) enables users to determine the best trading trajectory for their portfolios while minimizing market-impact cost and the risk of underperforming benchmarks. Utilizing state of the art optimization technology, FlexPTS establishes the optimal portfolio trading schedule weighing all the available data, such as user inputs, risk factor correlations, implied volatility, the estimated market impact cost, and the trader's short-term alpha goals. While the system initially employs its own cost model, as well as the highly regarded short-term equity risk models from Northfield Information Services, FlexPTS is adaptable to any cost and risk models in use today.

With FlexPTS, users can not only optimize their pre-trade schedules, but also implement real-time schedule adjustments due to its extremely fast computation.

• Minimizes market impact and risk of underperforming benchmarks.
• Initially employs short-term equity risk models from Northfield Information Services.
• Adaptable to any existing cost and risk models.
• Optimization for Implementation Short Fall or Market on Close.
• Determining the ideal start and end time for the trade.
• Allows real-time schedule adjustments.
• Generation of trading schedules for part of a day or multiple days.
• Support for portfolio and industry cash constraints as well as general linear constraints.
• Maximum trading participation within specified time frames.
• Available through FlexTRADER.