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