Quant Services
Performance attribution and analysis
Analyzing portfolios of stocks and identifying the attributes which leads to outperformance or underperformance of a portfolio
Analyzing the fundamental attributes like PE Ratios, PB Ratios, EV/EBIDTA values etc.
Analyzing the macro attributes like Crude Oil, US Dollar impacts, GDP effect etc.
Analyzing the technical and pricing based attributes like momentum and mean reversions
Portfolio simulation
Simulating the portfolios under stress and various extreme market conditions E.g:2008 stock market crash
Simulating portfolios under a specific attribute change For Eg: Crude prices moving from USD 100 to USD 60 – how would the portfolio behave
Index construction and maintenance
Construction of indices on lines of ETFs – with specific themes (Eg: Portfolio of emerging economies)
Backtesting of indices and weights which can optimize the portfolio and come out with the best set of weights for the optimal portfolio with a goal to maximize Sharpe or Sortinos and reduce volatility
Asset allocation research and analysis
Working on asset allocation across various assets based on fundamental and/or price based analytics
Working on asset allocation between Gold, Equities and Fixed Income based on the momentum of an asset class and its short, medium to long term reversion or diversion factors
Backtesting and optimizing of the asset allocation to enhance the overall long term returns for the investors with limited or defined risk reward values
Contact Us
602, Vakratunda Corporate Park, Near Udipi Vihar Hotel, Off. Aarey Road, Vishveshwar Nagar, Goregoan (E), Mumbai - 400 063, India
+91-22-6671 9184 / 98
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