We go way beyond MV and MPT!

Our flagship product, RisKontroller

RisKontroller technology transferring information into knowledge, knowledge into wisdom, and wisdom into action!

Why is it unique

  • Focus on long-term strategic issues.
  • Integrating assets, liabilities, derivatives, alternatives, cash flows, etc.
  • Corrects failures of risk management systems during the financial crisis.
  • Estimates changing stochastics, correlations, etc.
  • Extremely flexible and open models.
  • Implements multiple objectives.
  • Implements multiple goals.
  • Integrates macroeconomics and finance.
  • Hedges against bubbles, crashes, regime changes, etc.
  • Risk constraints are applied only to the downside.
  • Dynamic uncertainty structure generated using history, theories, implied prices, expert views, behaviors, sentiment, etc.
  • Easily translates “executive speak” into analytics.
  • Framework tested in international financial institutions.
  • Handles several risk constraints over time or for shaping distributions.
  • Framework is stochastic and dynamic – necessary for long-term strategic investments
  • Combines long-term predictability with short-term volatile movements (momentum plus mean-reversion).
  • Extremely powerful optimizers and open models.
  • Provide insight into solutions via visualization.
  • And more.

Providing Insight For

  • Strategic benchmarks and dynamic benchmarks.
  • Asset composition.
  • Relative values.
  • Risk-adjusted values.
  • Attribution. Scenario/tree analysis.
  • Tests of good solutions.
  • State-prices.
  • Full outcome densities.
  • Graphs, tables, charts.
  • Dynamic rebalancing.