Products & Services

I - Consulting Services

We support you with your analytics and financial engineering tasks, a few sample topics are:
  • Financial portfolio design and monitoring
  • Model validation of investment and index strategies
  • Design and implementation of hedging strategies
  • Complex data science & analytics
  • Automation of investment management processes & reporting

II - Reporting Services

OpenMetrics® RiskMonitor: The OpenMetrics® Risk.Monitor report incorporates a rich  set of risk analytics, covering basically all relevant perspectives for risk/investment managers. 
  • Exhaustive Risk Report: Advanced univariate and multivariate custom risk analyses.
  • Dynamic Hedging: Risk management overlays based upon OpenMetrics® risk indicators, providing excellent timing and hedging ratios.
  • Dynamic Portfolio Management: The portfolio weights are optimized depending on market regimes, other objectives and constraints can be included.
  • Custom Portfolio Management: Based on the specific customer requirements we design and implement ready to use portfolio solutions.

Typical use cases for investment committees, investment managers & investors are:
  • Market Risk Monitoring
  • Dynamic Hedging
  • Dynamic Portfolio Management
  • Advanced Analytics
Every report is customized to the customer requirements in terms of scope and instruments chosen. Reporting frequency is either monthly, weekly or intra-week, delivery as PDF and XLS.
For more information pls. download the product flyer: OpenMetrics RiskMonitor Product Flyer


III - Interactive Portfolio Modeling Framework (Q1 2019)

Strategic & Tactical Asset Allocation (STAA): The process of strategic and tactical asset allocation (STAA) represents a complex process, which typically requires a large number of iterations. With “traditional” modeling approaches, there is a lot of time to be spend with the iterations required until a solutions is found, which is being supported by the investment management team.

The STAA framework is capable of speeding-up the required allocation process and incorporates a comprehensive visualization of the solution space. The delivery format is as SaaS (Software as a Service), where there is no need for the customer to implement any software. Instead, all services can be consumed via a browser based interface.

The interactive STAA consists of 4 Main Steps:
    1. Data Acquisition and Visualization

    2. Returns & Covariance Estimation

    3. Strategic Asset Allocation & Portfolio Design
   
   4. Backtesting