Picard Angst launches benchmarking tool for portfolio optimization
“Just because it can be counted doesn’t mean it counts.” Marco Tinnirello on the limits of mathematics-based financial models.
Picard Angst’s new Benchmarking Tool enables institutional investors to analyse the areas in which their portfolio can be optimised, in just a few clicks. In a video interview, Head of Systematic Strategies Marco Tinnirello explains the background behind this new fintech tool.
Picard Angst has been developing evidence-based investment strategies for institutional investors, and assisting with systematically implementing them, for more than 15 years. When these strategies were being developed, regular contact with ETH Zurich led to closer collaboration with OpenMetrics, an ETH spin-off.
OpenMetrics specialises in analysing data using cutting-edge mathematics-based financial methods and artificial intelligence. They have now developed and tested new models on the basis of Picard Angst’s designs, which will form the foundation of new applications that Picard Angst will use to optimise asset management for institutional investors.
Test out how to improve your portfolio’s profit/risk profile.
In collaboration with OpenMetrics
The new Benchmarking Tool for portfolio optimisation lets us offer investors a novel opportunity: the chance to analyse the profit/risk profile of their current portfolio online with just a few clicks, while the tool also calculates an optimised variant of it. It works on the basis of historical data regarding the expected risks associated with individual asset classes, as well as the returns expected on them.
The Benchmarking Tool from Picard Angst and OpenMetrics uses quadratic programming for analysing and optimising portfolios. Specialists from Picard Angst support you in the development and implementation of an optimal portfolio allocation.