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What we do
Get to Know Us
We help clients order, segregate, integrate, condition, exclude, and concentrate investments and portfolios's risk and returns.
Services
Active Risk
Our active risk management services help clients create "risk & performance" reports based on, and exactly similar to industry best practices reporting s.a. RiskMetrics, Barra1 systems, and the alike
Reflexive Risk
Our reflexive risk management services help clients create "risk & performance" reports based on the Polymodel/StressVaR concept + additional research (ga, rnn, ai, etc.), with reports looking and with the same statistics as Barra1, etc..
FoF, Stock Selection
Our fof/stock selection services help clients create "risk-adjusted portfolios" selected from a universe of HF strategies or stocks based on VAR/GA/Polymodel/Signatures/RNN; i.e.: re-rank/re-weight existing/new universe of funds/stocks
Database Forecasting
Our DB forecasting services help clients/banks create "risk-based valuations" of securities (based on risk factors supplied by clients), and t+1 forecasts of securities' present value using AI/ML & Lead/Lag models.
Research Resources
We present Excel templates, Python/Matlab codes that show step-by-step implementation/replication of select models, and publication as/when available.
Sharing Expertise
Any particular project, you would like to gain traction we can share our expertise and collaborate. We like to hear from you…
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