Focus

Our consulting services concentrate on two main areas:

• Tailor made quantitative software development

• Quantitative strategies modeling and optimisation

Technology

Our consulting approach is based on a series of in-house tools. Designed around a modular and flexible concept, these are ready to be tailored to the specific needs of each client. We do not develop standard solutions, but provide our clients with tools that take into account their ideas and know-how.

We develop stand-alone platforms running on the Linux operating system (www.linux.org) and accessible via an Internet-based or Excel-based interface. This technology offers reliable, powerful and cost effective solutions.

In summary depending on your need we may:

• Adapt one or several existing modules

• Adapt the interface(s)

• Develop new module(s)

Modules

1. Alternative Funds Quantitative Analysis.

This tool processes standard and more advanced statistical and graphical analysis on a series of assets and benchmarks. Originaly designed to analyse funds of hedge funds, it could be used as well on other class of assets.

Modus operandi

Multi assets, multi benchmarks, multi-frequencies, multi currencies, currency hedging.

Market Database

Various Funds' data sources such as TASS, HRF or Bloomberg can be integrated within the database.

Risk return analysis

Risk return analysis: mean, variance, exponential variance, downside deviation, skewness, kurtosis, drawdown, value at risk, Sharpe ratio, Sortino ratio.

Relative performance analysis

Treynor ratio, alpha / beta analysis.

Risk diversification analysis

up/down returns analysis, correlation, worst / best returns ranking.

Charting

All analysis can be graphically represented. Additional graphics provided on request.

Interface

Excel add-in.

New functionalities are regularly added.

2. Automatic Pattern Recognition.

Based on a powerful combinatorial algorithm, this tool scans thousands of assets daily to automatically recognise different types of charting patterns.

Patterns

Head and Shoulders (top / bottom), continuation wedges (ascending / descending), continuation triangles (ascending / descending), continuation diamonds (ascending / descending), symmetrical continuation triangles (ascending / descending), triangles (top / bottom).

Market Database

Daily high / low price from literally every markets can be integrated within the database.

Filtering

Additional filters may be added to take into account user preferences.

Interface

Web-based

New patterns are regularly added.

3. Incoming Development.

Hedge funds' portfolio robust optimisation.

Hedge funds' quantitative selection algorithm.

Hedge funds' minimum spanning tree style analysis.

Pricing

Pricing depends on the exact specifications you need. Contact us for a quote.