Synthetic Portfolios

BETA

Investable baskets auto-generated from consensus institutional positioning. Track the smart money with quantitative factor portfolios.

🎯 What are Synthetic Portfolios?

These are algorithmically-generated baskets that replicate institutional investor behavior. By aggregating 13F filings, we identify consensus positions, high-conviction bets, and momentum plays used by elite hedge funds.

📊 Portfolio Types

Consensus: Most widely held stocks
High Conviction: Positions with highest avg weights
Top Quintile: Top 20% by composite score
Momentum: Rapidly accumulated positions

Generating synthetic portfolio...

📐 Methodology & Construction

Data Source

All portfolios are constructed from SEC Form 13F filings, which institutional investment managers with over $100M in assets must file quarterly. These filings disclose long equity positions held at quarter-end.

Conviction Scoring

Conviction levels are derived from portfolio weight allocation. Positions with high average weights across multiple funds signal strong institutional conviction backed by deep fundamental research.

Trend Analysis

Momentum trends are calculated by comparing fund ownership between consecutive quarters. Stocks seeing rapid accumulation (fund count growth >50%) are flagged as “Strong Buy.”

Rebalancing

Portfolios are regenerated quarterly following 13F filing deadlines (45 days after quarter-end). Historical compositions are preserved for performance tracking and backtesting.

Concentration Index

The Herfindahl-Hirschman Index (HHI) measures portfolio concentration. Lower values indicate more diversified holdings, while higher values suggest concentration in fewer positions.

💡 Practical Use Cases

For Investors

Replicate institutional strategies without active management
Identify stocks with strong smart money backing
Track quarterly changes in elite fund positioning
Build factor-based long portfolios

For Analysts

Generate investable factor portfolios for research
Backtest institutional consensus strategies
Analyze concentration and diversification patterns
Export holdings for further quantitative analysis