The services we offer revolve around backtesting. Some of our clients require services related to backtesting or ones which support or are derived from our backtesting services. In general, here are the services we offer.
Value analysis
Value analysis is a portfolio simulator to assess if the portfolio is on track to achieve its long-term objectives.
Asset allocation strategy
This service is meant to evaluate if a portfolio is diversified enough to counter the risks involved. This also sheds light on the correlation between the assets making up the portfolio.
Performance analysis
Using historical data, performance analysis assesses the returns of an investment or trading strategy.
Risk analysis
Negative events are taking place all the time. This analysis aims to assess how ones affect the performance of a strategy.
Portfolio simulation
Portfolio simulation provides an insight into the returns a portfolio creates taking into account cash flow events including withdrawals and drawdowns. Simulation is carried out using historical data.
Investment strategy development
Based on a client's investment objectives, we help our client develop an investment strategy. Please note that we do not share a client's strategy with other clients for legal reasons. We also advise clients as to under which market conditions the strategy is most effective and when it will stop working.