News & Articles

Reliably Recognize Evidence of Financial Crises

posted Nov 9, 2018, 1:38 AM by Felix Fernandez   [ updated Nov 9, 2018, 1:42 AM ]

Zurich 09.11.2018 - Article in Private Banking Magazin

To prepare against market crises, many investors combine different indicators with their own assessments - often without success. 
The Bayesian stability analysis, on the other hand, provides reliable information about upcoming market crises and helps to prepare against unwanted losses.

The German Private Banking Magazine published an extensive article about our approach. Yo can find the original article (in German ) under 

OpenMetrics Robo - X

posted Nov 1, 2018, 9:09 AM by Felix Fernandez   [ updated Nov 1, 2018, 9:17 AM ]

An Antithesis to Common AI-Based Investment Management Approaches…

We can currently observe, that the topic “AI in Finance” has got massive attention in the industry and that many large players invested significant resources in related projects or are planning to do so. We can also observe that in some cases the performance results being claimed are so fantastic that – if true – no investor should look anywhere else to allocate its funds…unfortunately, in most of the cases these hypothetical results do not withstand the test of reality…

In this presentation, we challenge the current industry approaches of trying to find patterns in financial markets. Instead, we advocate to use probabilistic methods, which are per design capable of dealing with the noisy nature of these markets. In addition, we show a functioning AI-based pilot fund, which is in production since July 2017.


Bitcoin…a Reasonable Asset Class?

posted Oct 24, 2018, 8:11 AM by Felix Fernandez

Why not…?
In this short paper, we analyze the properties of Bitcoin in comparison to other asset classes from an investor perspective.

We can conclude, that a Bitcoin investment (if properly managed) creates added value to an investor portfolio.

Due to the availability of Bitcoin proxies, investing in Bitcoin with a dynamic hedging overlay results in a reasonable asset class, which should be considered for portfolio diversification.

OpenMetrics® RiskMonitor Product Information

posted Sep 26, 2018, 3:11 AM by Felix Fernandez   [ updated Sep 26, 2018, 3:28 AM ]

OpenMetrics® RiskMonitor is a comprehensive, risk report tailored for the specific needs of investment/risk managers.
Advanced risk reporting with exclusive risk measures in combination with dynamic hedging and portfolio management available on demand via an attractive subscription model. 

Every report is customized precisely to your requirements. You can rely on the most advanced quantitative algorithms without spending any time in implementation efforts, just use the electronic delivery formats for your preferred integration into your business. 
Delivery frequency is monthly, weekly or intraweek. 

Custom risk reports are available for: 
  • Equity indices
  • Bonds
  • Commodities
  • Currencies
  • Funds
  • …or any suitable timeseries

Advanced Risk Management Technology - Financial Industry

posted Sep 25, 2018, 1:29 AM by Felix Fernandez   [ updated Sep 25, 2018, 2:25 AM ]

Risk management starts with risk measurement!
We are highly convinced that the core of proper risk management in financial markets is to measure risks accurately. Unfortunately, many players in the industry still rely on measures, which are simply put: Not fast and not precise enough for this purpose.

With this overview about our core technologies, we open the field for a new generation of risk measurement as well as different use cases for it.

The Science Behind the Rocket

posted Sep 21, 2018, 12:45 AM by Felix Fernandez

For those who are interested to look "under the hood" of our core technologies, we have prepared a non-mathematical summary on how market risks can be identified in a reliable fashion. 
In addition, a sample use case is being shown when applying these methodologies to  the EURO STOXX 50®, the STOXX® Europe 600 index and industry sectors.

Vienna, 13.09.2018 - Using R in a productive asset management environment

posted Sep 13, 2018, 8:16 AM by Felix Fernandez   [ updated Sep 13, 2018, 8:17 AM ]

The goal of this presentation is to describe how we use R in our business in a productive way to advise our clients on how to manage their assets. This starts with the acquisition of data, the quantitative examination of that data and the design of investment models. As a final step the results are presented to the customer through automated reports (markdown), web interfaces (shiny) or an API. Generally, these goals can all be achieved as pure R solutions. But sometimes it might be necessary to outsource part of the code into different languages like e.g. C/C++ or Python which will be another topic of this presentation.

Zurich, 9 April 2018 - “Safety on Board” - How to Protect Equity Portfolios with Risk Signals Based on Bayesian Change Point Models

posted Apr 9, 2018, 8:28 AM by Felix Fernandez   [ updated Apr 9, 2018, 8:55 AM ]

Financial Markets Use Case #01 – April 2018:

This paper is part of a series of OpenMetrics Solutions use cases, which we publish regularly. The aim is to provide investment professionals with additional insights into concrete problem-solving approaches. The current use case “How to Protect Equity Portfolios with Risk Signals Based on Bayesian Change Point Models” explores the potential of improving the risk/return profiles of equity portfolios by using well-grounded mathematical algorithms, which have proven to function in real world applications.

All methodologies used, are based on academic research and generally available on public domain. However, the implementations of the advanced risk management algorithms are intellectual property of OpenMetrics Solutions LLC and are available through SaaS (Software as a Service). The current study has been produced independently by OpenMetrics Solutions without any remuneration by an external party. The data for the selected indices are all publicly available.


This use case has been developed in cooperation with STOXX Limited, Manessestrasse 85-87, 8045 Zurich. Contact: europe.sales@stoxx.com.

Zurich, 3 April 2018 – “Drawdown-Killer” – Press article from the „Institutional Money Magazine” about OpenMetrics Solutions LLC, a spin-off from ETH Zurich, which developed ground-breaking algorithms for the reliable anticipation of financial markets crises.

posted Apr 3, 2018, 3:20 AM by Felix Fernandez   [ updated Apr 3, 2018, 3:21 AM ]

OpenMetrics Solutions has developed a series of algorithms which facilitate the identification of potential crises on financial markets faster – and more reliably – than the methods available to date. The underlying mathematical methods were developed and tested in depth over the past five years, at the Institute for Theoretical Physics at ETH (Swiss Federal Institute of Technology) Zurich, the renowned Swiss university for science and technology. 

In contrast to other methods, the OpenMetrics algorithms work reliably – like a Swiss watch – even for very long time-series and different markets. 

Risk indicators based on these algorithms provide concrete parameters facilitating the active adjustment of financial portfolios. Using these indicators, financial markets participants can efficiently supplement and sustainably optimise their existing risk management. Used correctly, this allows for significantly reduced financial markets losses, protecting investors' capital. 

Typical target groups for these methods include pension funds, investment funds, and operators of financial markets infrastructure. There is no need to implement the procedures on users' systems: OpenMetrics delivers the risk signals digitally (Software as a Service – "SaaS"), on a monthly or weekly basis, and customised to each client.

 

Reference:

https://www.institutional-money.com/fileadmin/emagazin/2018_1_IM/228/index.html

OpenMetrics Solutions, Zurich – Swiss precision watchmaking for the financial markets

posted Feb 11, 2018, 2:35 AM by Felix Fernandez   [ updated Feb 11, 2018, 2:50 AM ]

Zurich, 7 February 2018 – OpenMetrics Solutions LLC, a spin-off from ETH Zurich, develops ground-breaking algorithms for the reliable anticipation of financial markets crises

OpenMetrics Solutions has developed a series of algorithms which facilitate the identification of potential crises on financial markets faster – and more reliably – than the methods available to date. The underlying mathematical methods were developed and tested in depth over the past five years, at the Institute for Theoretical Physics at ETH (Swiss Federal Institute of Technology) Zurich, the renowned Swiss university for science and technology.

In contrast to other methods, the OpenMetrics algorithms work reliably – like a Swiss watch – even for very long time series and different markets.

Risk indicators based on these algorithms provide concrete parameters facilitating the active adjustment of financial portfolios. Using these indicators, financial markets participants can efficiently supplement and sustainably optimise their existing risk management. Used correctly, this allows for significantly reduced financial markets losses, protecting investors' capital.

Typical target groups for these methods include pension funds, investment funds, and operators of financial markets infrastructure. There is no need to implement the procedures on users' systems: OpenMetrics delivers the risk signals digitally (Software as a Service – "SaaS"), on a monthly or weekly basis, and customised to each client.

1-10 of 10