Financial Portfolio Suite is in the R&D phase of an advanced financial portfolio management suite targeted for front end users. 

Portfolio Allocation

  • Mean-variance, MAD, risk parity

  • Edible interface: various options for objectives and constraints

  • Decision over multiple horizons
  • Insightful illustration of results
  • Incorporation of trading costs and market impacts

Risk Calculation

  • Metrics: quadratic, deviance, value at risk, drawdown
  • Exposure: decomposition to different sources
  • Stress test: simulation, historical data, special events
  • Report: edibility and customization

Market Analysis

  • Providing quick and reliable stock recommendations
  • Tracking stocks consistent with market performance

  • Using advanced back end technology aimed at front end users

  • Real time data included on trading platforms