Investment portfolio management solutions
Risk Model
We have built risk factor models for both, equity and fixed income for the Indian stock and bond markets. The risk model provides the input for an optimizer where many different types of portfolios can be constructed while taking into consideration the risk-return tradeoff.
Portfolio Optimization
At BrainMatics, we have developed an interior-point optimizer which is capable of handling large variety of non-linear and quadratic problems. The optimizer is used in conjunction with our risk model. The risk and return on the portfolio can be stated in total, active or residual forms, and the constraints can be suitably set to achieve the required results.
Performance Attribution
Performance Attribution is a key tool to understand the investment style of your fund managers. Consequentially, it reduces the risk of portfolio mismanagement arising from the possible attrition of your fund manager. Performance Attribution allows you to understand the reasons of your portfolio’s performance and hence, enables you to repeat the good performances and tame the bad ones.
Customized Benchmarking
Our customized benchmark creation methodology is a break-through innovation in quantitative finance & has been accepted widely by experts in the field. Optimal benchmarks can be generated for any asset class mix & instrument types & are highly dynamic. Hence, the much sought after daily-performance management is completely possible using our innovative approach.