ASSET & INVESTMENT MANAGEMENT
Portfolio intelligence for better allocation.
Quantitative systems for portfolio construction, attribution and investment decisions.
Selected examples of quantitative workflows designed for asset and investment management.
01
Markowitz Portfolio Optimisation
Builds diversified portfolios using expected returns, volatility and asset correlations, identifying efficient allocations such as the Global Minimum Variance and tangency portfolios.
↗ 02Bond Optimisation
Compares fixed-income instruments across maturities to construct portfolios that balance expected return, volatility and duration according to a defined risk budget.
↗ 03Brinson-Fachler Attribution
Decomposes portfolio performance relative to a benchmark into allocation, security-selection and interaction effects, revealing which investment decisions actually created or destroyed value.
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