Tax-aware factor investing software
Factor investing that keeps what it earns.
Factorwork aligns momentum and value return forecasts with the tax consequences of every trade — one optimization, run on the whole picture. Because tax alpha alone leaves returns on the table, and returns alone leave taxes on it.
One forecast, after tax
Illustrative composition, not a projection of results.
Why Factorwork
Tax alpha alone is a ceiling. Forecast-aligned, it's a floor.
Direct-indexing platforms harvest losses against a benchmark and stop there. Factor platforms chase premia and treat taxes as someone else's problem. Each one optimizes half the objective.
Factorwork runs a single optimization across both: expected return from momentum and value signals, net of the realized-gain cost of getting there. Sometimes the model harvests. Sometimes it holds a winner the harvest would have sold. The point is that the after-tax number decides.
More and better than tax alpha alone.
How it works
Forecast. Align. Decide after tax.
Forecast the premia
Systematic momentum and value signals produce security-level expected returns — the same discipline institutional factor investors run, sized for advisor portfolios.
Price every tax consequence
Lot-level gains, holding periods, wash-sale windows, and each client's rates enter the objective function directly — not as an afterthought or an overlay.
Trade the net of both
One optimization weighs the forecast against the tax cost and outputs the trades where the combination wins — with the reasoning visible on every position.
Built for advisory firms
Institutional machinery, advisor-shaped.
Household-aware. Optimizes across taxable and qualified accounts, respecting each client's brackets, carryforwards, and concentrated positions.
Explainable. Every recommended trade shows its expected-return contribution and its tax cost side by side — a report you can put in front of a client.
Yours to run. Factorwork is software for investment professionals. Your firm sets the mandate; the platform does the factor work.
Early access, opening soon.
We're onboarding a small group of RIAs for the first release. Tell us about your firm and the portfolios you'd point this at.