Let us help you boost your performance
- We deliver customized financial market research to institutional investors.
- We create ad-hoc quantitative models on risk and asset management.
- We apply the power of machine learning on top of our proprietary models, which combine results from the most prestigious academic publications in the field.
- All our models are carefully backtested out-of-sample and pass a rigorous process of scientific validation to minimize the risk of making false discoveries.
- We deliver our results in a private report and present it during dedicated meetings.
Risk Management
- We create ad-hoc cutting-edge risk management models on the base of your needs.
- Our proprietary option-based forward-looking risk measures provide an unbiased estimation of the potential risk of a market crash.
- We provide innovative approaches to exploit equity crashes.
Portfolio Optimization
- We develop innovative portfolio optimization models on the base of your risk appetite and investment goals.
- We create tactical asset allocation algorithms: sector rotation, factorial, advanced momentum, based on option signals, …
- We apply carefully calibrated, machine learning-based, predictive models in combination with a variety of the most powerful portfolio optimization models.
- All our results are based on a rigorous backtesting analysis.
Trading Signals
- We apply the combination of powerful predictors, machine learning-based predictive models, and sophisticated data mining techniques to forecast weekly and monthly returns on all the primary equity, fixed income, forex, and commodities markets.
- Scientific validation is performed for all the proposed models.
