Portfolio Optimization - Ruled Based Trading Strategies - Complex Event Processing - Hedge Funds And...

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- 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

Transcript of Portfolio Optimization - Ruled Based Trading Strategies - Complex Event Processing - Hedge Funds And...

  • 1. Hedge-Funds and Investment Banks Rule-based trading strategies Portfolio optimization
  • 2. Hedge-Funds and Investment Banks Rule-based strategy (1) Rule-based strategy (2) Rule-based strategy (n) Investors Asset 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
  • 3.
    • 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
  • 4. 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. Its what we call Continuous Intelligence
  • 5. Building strategies around a second generation of indices Most allocations look at what happened in the PAST
  • 6. before the opportunity is gone Look at what is happening NOW and RESPOND in your allocations
  • 7.
    • Analysis
      • At the level of each individual rule-based strategy
      • At the portfolio level
    • Simulation
      • At 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
  • 8. Appendix Asset Manager Studio GUI