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White Paper: Unlock Sustainable Tax Alpha with Long‑Short Direct Indexing

Discover how Alphathena’s platform, with its new long/short strategies, extends the power of direct indexing to expand your tax-loss harvesting opportunities, maintain benchmark-like exposure, and deliver measurable after-tax performance for your clients.

This white paper expands on the quantitative models, backtests, and complete methodology used by Alphathena to construct its optimized long-short framework.

Submit your information below to request your copy now.

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What You'll Learn

Parametric direct indexing alternative

Request the full academic paper, Long-Short Direct Indexing: A Framework for Sustainable Tax Alpha, to explore:

  • Preventing loss‑supply ossification: How a controlled short component maintains a steady stream of realizable losses and sustains tax alpha across market cycles.
  • Implementing targeted factor tilts: How long‑short portfolios can express quality, growth or other tilts without materially increasing tracking error.
  • Optimizing leverage and costs: How Alphathena’s model integrates financing, borrow and transaction costs to preserve benchmark‑like exposure while generating superior after‑tax results.
  • Navigating real‑world constraints: Insights into wash‑sale rules, borrow availability and governance controls that make the strategy transparent and repeatable.

    • What Our Clients Say

    “Technology-driven long/short capability is exactly the kind of forward-looking innovation that advisors need to deliver exceptional tax efficiency for their clients. I’m excited to see Alphathena continue to advance the frontier of wealth management."
    Bill HarrisFounder of Evergreen Wealth
    Photograph of Bill Harris, founder of Evergreen Wealth, smiling with his arms crossed
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    #1 direct indexing platform to your tech stack.

    We recently helped transition a $10M portfolio with $2M in embedded gains, keeping realized gains under the client’s annual $100K threshold while maintaining market exposure.

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