Investment Analysis

The Investment Analysis module is a highly flexible and cohesive system of stress-testing, optimization, and analysis technologies that operate on P&L and risk factor simulations.

Methods are centered around analysis of tail risk and the ability to combine discretionary inputs with simulated data for causal and predictive market views and stress-testing.

Simulation Engine

Simulation Engine enables you to generate realistic future paths for the P&L and risk factors that are relevant for your investments and portfolios.

Methods include novel time- and state-dependent resampling as well as cutting edge generative AI applied on investment time series.

Our solutions enable you to generate accurate approximations of real-world markets including their many nuances with skewed, fat tail distributions and nonlinear, nonmonotonic dependencies.

Combine this with cutting edge analysis technologies that help you make sense of the complex market simulations, discretionary views, advanced portfolio constraints, transaction costs and derivative instruments.

An elegant integration of the individual technologies enables you to perform cohesive and sophisticated analysis in a matter of minutes, usually saving you days or weeks of tedious and error-prone work.