Hedge-Funds and Investment Banks Rule-based trading strategies Portfolio optimization
Portfolio Optimization - Ruled Based Trading Strategies - Complex Event Processing - Hedge Funds And Investment Banks
Feb 10, 2015
- Access to rule-based trading strategies developed by our hedge fund and investment bank experts
- Analysis, predictive analysis, selection and real-time P&L at the level of each individual strategy via Rich Internet Applications
- Analysis, predictive analysis, portfolio optimization and real-time P&L at the Portfolio level via Rich Internet Applications
- Access to ‘Complex Event Processing’ (CEP) PROPRIETARY techniques triggering immediate portfolio reallocation following ‘Events’ via CEP systems
- Analysis, predictive analysis, selection and real-time P&L at the level of each individual strategy via Rich Internet Applications
- Analysis, predictive analysis, portfolio optimization and real-time P&L at the Portfolio level via Rich Internet Applications
- Access to ‘Complex Event Processing’ (CEP) PROPRIETARY techniques triggering immediate portfolio reallocation following ‘Events’ via CEP systems
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Hedge-Funds and Investment Banks
Rule-based trading strategies
Portfolio optimization
Hedge-Funds and Investment Banks
Rule-based strategy (1) Rule-based strategy (2) Rule-based strategy (n)
InvestorsAsset Managers, Pension Funds
Private Banks, Corporates
HNWIs
Individual selection of rule-based strategies
Investor GUI
Asset Manager GUI
Asset Manager studio GUI
Managed account
1% Management, 20% Performance 1% Management, 20% Performance 1% Management, 20% Performance
Optimized dynamic portfolio of rule-based strategies
1% Management, 20% Performance
Summary
• Access to rule-based trading strategies developed by our hedge fund and investment bank experts
• Analysis, predictive analysis, selection and real-time P&L at the level of each individual strategy via Rich Internet Applications
• Analysis, predictive analysis, portfolio optimization and real-time P&L at the Portfolio level via Rich Internet Applications
• Access to ‘Complex Event Processing’ (CEP) PROPRIETARY techniques triggering immediate portfolio reallocation following ‘Events’ via CEP systems
Complex Event Processing (CEP)
Complex Event Processing (CEP) is a technique for analyzing streams of event data in real-time, improving situational awareness and enabling immediate response to emerging opportunities and threats.
It’s what we call Continuous Intelligence™
Building strategies around a second generation of indices
Most allocations look at what happened in the PAST…
…before the opportunity is gone
Look at what is happening NOW and RESPOND in your allocations…
• AnalysisAt the level of each individual rule-based strategy
At the portfolio level
• SimulationAt the level of each individual rule-based strategy
At the portfolio level
• Optimization and dynamic response to events Adjust the portfolio of strategies with changing events
• Real time monitoring and P&L Creation of the Asset Manager GUI
Creation of the Investor GUI
CEP techniques provide the following functions
Appendix – Asset Manager Studio GUI
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