While financial analytics are the core competency of many of our clients, our role is in facilitating a broader usage – enabling models that have been developed on a spreadsheet to run on a server.
If strategies need to be embedded in a strategic system – for hedging, optimisation or replication – then we will provide a first-class solution. If algorithms are in use, we will validate their behaviour on a one-off or ongoing basis.
Our specialisms include:
- Performance measurement and attribution.
- Portfolio replication and optimisation.
- Structured frameworks for back testing and validation, including behavioural modelling for algo-trading platforms.
- Quantitative impact studies for new regulations / alternative jurisdictions.
- EUA methodology.
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