Browse our FAQ for some of the frequently asked questions. If you have a question that is not answered in our faq, please message me directly.
Descriptions of quantitative measure and risk management structure we use for our PM engine. Here we explain the science behind our PM engine.
We provide multi level services package from low level raw data to high level customized model portfolios and algo builder for investment funds.
Standard deviation is used to measure and quantify the amount of variation of a set of data values. It is sometimes generally defined as volatility or risk.
GARCH (Generalized Autoregressive Conditional Heteroskedasticity) model is a time-series model that uses the squared value of past returns observations and past variances to model variance at a different time.
Delta VaR (Variance at Risk) assumes normal distribution and provides the maximum loss given a range of certain confidence interval levels.
You may change the actual purchase price before you commit. If you have already click the buy button, you will need to enter the new price and click the buy button again.
Intrinsic value is a term used by value investors to understand the underlying value of a stock. There are different measures and different approaches to determine the intrinsic value. We use free cash flow model to determine the intrinsic value. In order to obtain the intrinsic value, you must have hedge fund class.