NM Risk Management System

NM Risk Management System combines innovative artificial intelligence with portfolio management, providing services based on various investment needs and risk appetites.

You can choose to use the system on our digital platform, or securely host it on your own infrastructure through source code that can be customized as needed.

Innovative Allocation Methods

NM Stochastic Asset Allocation Model.

  • Indices

    Alternatives to SPX, CSI, HSI, FTSE, Euronext, DAX, NIKKEI, Nifty, Cryptocurrencies with higher performance with better volatility and downside risk control.

  • Partial Indices

    Adding a cardinality constraint enables good enough tracking of an index using only a subset of the stocks, lowering the cost of rebalancing.

  • More effective portfolio hedging, especially in extreme scenarios.


Cutting edge asset allocation model in the market, fixing limitations of traditional asset allocation methods, accounting for regime changes and extreme scenarios.

Developed in cooperation with some of the best universities in the world, Stochastic Asset Allocation Model (SAAM) optimizes a portfolio with respect to all possible market scenarios, including the most extreme ones, rather than only historical data.

Our innovative approach to trading strategy development is a paradigm shift in risk management and, up to our knowledge, one of the most advanced models, compared to theories developed over the past 70 years. We develop trading strategies for the underlying market stochastic dynamics rather than just one possible realization aka historical data.

Portfolio & risk management report


System Interface

Automated system and reports include market indices, analytical charts, profit & loss plots, vital performance statistics, scenario analyses, weights over time and executions.

You can also build your own models, using hundreds of risk factors that we provide.

Exclusive Risk Factors

High-performance computing and daily-updated proprietary risk factor database.


  • Daily-updated and professionally maintained databases.
  • More than 3500+ public trade stocks in the Shanghai and Shenzhen stock exchanges.
  • Chinese risk factor set contains historical data from 2011 to present, including 256 essential financial ratios of Chinese public companies (including delisted companies) in Shanghai and Shenzhen exchanges.
  • Listed stocks on major US exchanges and OTC markets.

Alternative strategy modules

You can access to numerous alternative strategy modules, using advanced asset allocation methods. 


We have implemented a collection of trading strategies, utility models and algorithms which can be purchased separately. You may browse and purchase them in the NM Shop.