 |
Portfolio Optimizer
At the core of our product range lies a proprietary
Portfolio Optimizer which efficiently combines modern
portfolio theory together with state of the art
heuristic techniques. Quantdesk offers a range of
Portfolio Optimizers to provide integrated solutions for
different types of funds. A distinctive feature of our
Portfolio Optimizers is the friendly visualization and
graphing tools that are included in each of the products.
We are currently working on a range of tools to
assist portfolio managers in constructing and running
portfolios. Each of our products is specifically
calibrated for each targeted fund. The method for
solving a multi asset portfolio, with around 10
different assets differs from a global
stock selection problem with thousands of potential
assets.
>> more information |
 |
Factor Optimizer
An advanced tool to allow financial analysts to
explore relationships between variables, and find
optimal models. This is especially useful when
developing factor models for stock selection - for alpha generation, risk
factor models, and transaction cost models.
The user can easily channel his expert knowledge and
insight into the application, while an heuristic based
engine finds the best construction for the factor.
Possible operations include number of lags, lag horizon,
ratios, and differences. The search algorithm has been
especially designed to avoid over fitting the data, and
has built-in tests of out of sample forecasting.
>> more information |
News
