APG Equity Index Rebalance

Last July 2025 we completed a special project for the APG Equity Index and Overlay team: implementation of automated rebalance algorithms on a new platform. This implementation enables APG to continue to efficiently manage its core equity investment portfolios and remain competitive in the global Asset Management domain and increase its presence in passive fund management.

This project is of particular interest as it shows how context based risk models combined with trade cost projections lead to the most efficient global equity index replication possible. It was a privilege to work together with an experienced APG team and different software providers like FactSet, Barra, ITG and Axioma.