It's more like ensuring an opportunity to leverage the information that's already being gathered. As it stands, PMs have to construct concrete portfolios because they need to send the trading desk specific instructions on what to buy and sell. The portfolio they ship out for execution is effectively a low dimensional projection of a high dimensional decision process. That process has extensive substitutability (sizing and substitutability if something is going to be more or less expensive to execute than transaction cost models predicted), but there's no way to communicate that in today's trading workflows. That results in the market missing out on Pareto outcomes.

We've already seen this in sourcing markets [1]. Capturing more information at the time of bidding resulted in massive (40-60%) efficiency gains for both sides of the market.

[1]: https://kilthub.cmu.edu/articles/journal_contribution/Very-L...