Risk Management
Authorised and regulated by the Financial Services Authority
R-Squared Analytics
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The proof is in the pudding! The benefits of time series factors, direct estimation of the covariance matrix, realistic betas (instead of dummy variables used by most risk models) and the hybrid approach are clearly visible in this ex-ante – ex-post comparison of portfolio risk.... | ||
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Relevant and accurate risk decomposition is the key to good risk management, showing which factors contribute to portfolio risk and which are diversifiers. By distinguishing intentional from unwanted risk you can eliminate unnecessary volatility to improve your Information Ratio... |
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We work closely with you to enhance your performance by harnessing you investment selection skill. Our specialist, proprietary techniques and long experience in designing multi-factor stock-selection and risk models - that work - enable you to see clearly how your active positions actually contribute to your returns |
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