Projects
Our Latest Projects
Efficient Portfolio Construction
The mandate was to ensure that given a basket of securities, generate the least volatile portfolio for the desired expected return. The least volatile portfolio for all given returns lies along the efficient frontier. For more complex scenarios, we added additional optimizations.
For ETF construction, especially for fixed income products, we reduced tracking error to achieve the ideal portfolio with the minimum amount of securities needed.
ETF Management
Our client wanted a modern process to implement the workflow of creation and redemption of ETF shares with the AP. They are able to design their fund with the quantitative features they’re looking for. Dig deep below the surface to make construction and management a breeze.
Blockchain Workflow App
One of our more cutting-edge implementations was to create a workflow backed by the Ethereum blockchain. The process tracks inventory from creation to processing, storage, distribution, and ultimately the customer.
Efficient Portfolio Construction
The mandate was to ensure that given a basket of securities, generate the least volatile portfolio for the desired expected return. The least volatile portfolio for all given returns lies along the efficient frontier. For more complex scenarios, we added additional optimizations.
For ETF construction, especially for fixed income products, we reduced tracking error to achieve the ideal portfolio with the minimum amount of securities needed.
ETF Management
Our client wanted a modern process to implement the workflow of creation and redemption of ETF shares with the AP. They are able to design their fund with the quantitative features they’re looking for. Dig deep below the surface to make construction and management a breeze.
Blockchain Workflow App
One of our more cutting-edge implementations was to create a workflow backed by the Ethereum blockchain. The process tracks inventory from creation to processing, storage, distribution, and ultimately the customer.