Products

Factor Models
Derivative Analytics
BMOptimizer
FundCompete
RiskVeda

>> read more  

OVER 60 PERCENT of fund managers said they want to put a system in place and can't find a suitable management tool to meet their needs. (S&P Survey)

Volatile markets and increasing complexity is pushing the risk return trade-off to the limits. Investment firms are under increasing pressure to justify fund managers’ fee structure. BrainMatics’ quantitative fund management tools and techniques help fund managers to outperform the market, both in good and bad times.

Dissecting the market
BrainMatics’ proprietary Risk Factor Model is a very powerful tool to comprehend the markets. The factors explain the risk and return characteristics of various securities in the fixed income and equity markets. Understanding the portfolio construct is easily comprehendible through factors enabling fund managers to take the driver’s seat.

Portfolio Construction/Active Portfolio Management
BMOptimizer is a powerful portfolio construction and optimization tool, It leverages the factor models, allows fund managers to define constraints, his views of the market/factors/assets and builds an optimum portfolio. Unlike traditional optimizers, the inbuilt optimizer easily handles non-linear constraints and objective function.

Performance Analysis & Attribution
PerfAttrib is one of the most comprehensive performance analysis system across the globe. Exhaustive performance analysis of equity and fixed income portfolios is provided using various approaches. Fund managers can precisely attribute the risk and return at various hierarchical levels to the effects including fund management decisions.

Bond Analytics
BMBondMan is a powerful analysis tool for analyzing the fixed income market and instruments.

Key Benefits

  • Power to implement quant strategies
     

  • Flexibility to incorporate fund manager’s views and fund constraints/policies
     

  • Multiple attribution approaches
     

  • Most advanced and proven quantitative techniques
     

  • Extremely user friendly and easy to understand

The solutions enable the fund managers to perform advanced quantitative fund management activities including Customized Benchmarking, Style Analysis, Index Mirroring, Sector Rotation Strategies .