Portfolio Allocation

We provide expert portfolio solutions for asset managers, pension funds, ETFs, and index derivatives. In most situations it is not enough to use readily available software solutions when developing allocation models with specific constraints for product types, geographies, tail risk hedges and other factors. Using rigorous mathematics and data science, we create systematic trading strategies with superior risk-return characteristics to the benchmark indices.

Tradable Indices

The construction of tradable indices requires particular attention to stability and robustness. Investors do not want an index to collapse at the first sight of a bump in the markets. We have the experience in developing systematic indices proven to cope with events as severe as the financial crisis. Indices might be linked to various products ranging from OTC derivatives, total return swaps, options as well as funds and exchange traded products. We follow an interdisciplinary approach that integrates the requirements for documentation and legal aspects.

Asset-Liability Management

Managing wealth is a matter of keeping an eye on both assets and liabilities. In particular for pension funds a robust asset liability management is of utmost importance. We have the experience in managing portfolios with a variety of nominal and index-linked liabilities proven to weather significant market moves. We favour the usage of simple products with complex models.