In Finance Market, the capacity of facts and numbers accessible for Investment Decisions has expanded dramatically. Yet too often facts and numbers are not completely leveraged as an investment asset because of trim analytical staff and information overload.
IBN Quantitative Research services can assist you by applying advanced statistical technique to help you get more from your data, this will help you in making better Investment Decisions. IBN quantitative Research team works closely with Fund Managers/Fund Research Team and assists them in
• Statistical Analysis
• Risk/VAR Analysis
•Portfolio Optimization
• Others Quantitative Research
IBN Quantitative Research team develops and delivers the advanced research and analytics required by Fund Managers and Investment Management Team which help them in verifying investment decisions and evaluating the risk adopted
Rolling returns, Alpha, Beta, Correlation, etc
Correlation with Index, Distribution of Returns, Best/Worst Returns, Financial Ratios (Sharpe/ Sortino/ Treynor etc)
Fund to Fund / Fund to Strategy/ Fund to Indices
Monthly/Annualized/Rolling Volatility of Funds/Indices and other Client Specific Analysis……
Simple VAR/ Cornish-Fischer VAR etc
Catching highly correlated Global Indices relevant to Credit/ Commodity/ Equity etc types with Statistical Significance test
Picking up the Funds/Indices based on Momentum Principle
Implementation of Clustering Techniques, Application of AI for Modeling, Application of Stochastic Optimization techniques, etc
