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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.
