Realised Projects / Applied Financial Solutions

Hedge Fund Business Game

Business Simulation Game “Who wants to be a Billionaire?”. Used in courses at LBS

Automated risk analytics, reporting, stochastic modelling, heavy tail modelling

Absolutely original trading system and out of sample backtesting platform to perform trading synthetic options

A robust testing platform for the long / short global macro investment

Web based real-time Risk Management and Performance Attribution System with ranking and risk alert system

Research in stop-losses. Out-of-sample deep understanding of different stop-loss strategies applied both on the portfolio and component level.

Real-time analysis with alerts, perf attribution and portfolio breakdown

System for a mid-term US equity Long/Short trading strategies testing with ranking and robustness tests and web tool for multi-portfolio tracking

Rolling adaptive stochastic process applied to each portfolio component.

Automated toolkit which dig into any index and rank substituents according to their volatility

Analytic work with portfolio breakdowns and deep components understanding

Complete range of service (analysis, software, reporting, investment support) of testing the falling knifes investment

Reverse engineering system which allows to replicate the hedge fund performance using simpler investments

Research and platform for out of sample testing of the technical indicators applied for the commodity market