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SERVICES AND SOLUTIONS
Long/short equity portfolio optimization
Robust portfolio optimization models implemented in open-source Python modules. Tail risk and drawdown metrics are available. Introduce your expert knowledge and assumptions in flexible scenario modeling. Connect and use the modules via REST API. Omega ratio models are currently in development.
Sensitivity and risk analysis
We implement Monte Carlo simulation models and analyze the risk characteristics of existing portfolios: VaR, CVaR, Maximum drawdown, Omega ratio, Variance, Sharpe Ratio. We test the behavior of your portfolio for different macroeconomic environments: Market crash, Recession, Fast growth, Excessive volatility.
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