NM Stochastic Asset Allocation Model.
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.
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.
High-performance computing and daily-updated proprietary risk factor database.
You can access to numerous alternative strategy modules, using advanced asset allocation methods.