Advyzon takes personalized portfolios further in new TAMP partnership

The wealth tech provider is teaming up with Nebo Wealth to create an automated end-to-end solution for RIAs. Advyzon, a wealth tech provider focused on independent financial advisors and RIAs, has unveiled a partnership to improve the process of building personalized investment portfolios. Compared to the typical approach of focusing on implementation – through custom indexing and tax management, for example – Nebo Wealth says it goes further with a "multi-period, shortfall optimization engine," which builds portfolios that are designed around clients’ financial goals.

Scott Hayward

GMO Chief Executive Officer

“The launch of Nebo marks an important next chapter in deepening our relationships with RIAs through investment-led solutions. In recent years we have expanded advisors’ access to GMO strategies by making more GMO funds available on custodial platforms. The introduction of Nebo’s novel approach will help advisors improve their clients’ financial well-being and achieve their financial goals.”

Blog

Recent Highlights

Webinar Replay: “Dear Allocator: Is It OK to Own 100% Stocks?”

Our survey found 81% of advisors distinguish between shorter-term and longer-term capital market assumptions, but only 58% think it is OK to own 100% stocks for a client. Yet, the strong evidence of the mean-reverting nature of stocks and an equity risk premium relative to bonds suggests there are circumstances where it makes sense for a client to own 100% stocks, subject to the client’s time horizon, return requirements, and risk composure.

Watch Replay

Presented on the mainstage at WealthStack’s Innovation Demos

It's what return do they need from their assets in order to achieve their goals? (Hollywood, Florida – May 23)

Watch Replay

Nebo Featured in NAPFA: Are Financial Planners Stuck in the 1970s?

Standard financial industry practice builds retirement portfolios using mean-variance optimization and validates them using Monte Carlo simulations that assume asset returns are a random walk. To put a finer, more brutal point on it, managers construct portfolios using technology from 1952 and then have the temerity to check the results using assumptions from 1970.

Read Article