Risk Management
Authorised and regulated by the Financial Services Authority
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30 April 2012 - Global sector and country correlations demonstrate recent trends: Taiwan & Electronics; HK & Real Estate; MENA & Chemicals; China & Industrial Metals & Industrial Engineering; Russia & Oil & Gas & Utilities; Korea & Tech Hardware.
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25 April 2012 - Emerging Market country and industry correlations weaken as returns level out. Factor volatilities remain largely unchanged.
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4 April 2012 - Positive correlations between and within Emerging Markets industry groups and countries and regions weaken slightly, possibly as a result of widespread slowing of growth in many markets.
Alpha, Beta and other nonsense...
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In this webcast, Jason MacQueen discusses the following:
Go to webcast (53 minutes, WMV) |
Why R-Squared - Reason #1:
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The leader in risk modelling with an unrivalled record of innovation since 1980,
R-Squared is the pioneer of customised risk models since 2003. More...
Why R-Squared - Reason #2:
- Practical results that are relevant to your portfolio and the market. More...
Why R-Squared - Reason #3:
- Our models are fully transparent, putting you in control. More...
Why R-Squared - Reason #4:
- We emphasise the quality of our covariance matrices, using time series factors to give stable and accurate risk forecasts. More...
Why R-Squared - Reason #5:
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Realistic betas that are statistically significant give realistic risk forecasts.
We eschew popular, but simplistic, dummy variables. More...
Why R-Squared - Reason #6:
- Hybrid models give the best of all worlds. By combining time series, active and statistical factors, even transient factor effects are captured and stock risk really is stock-related! More...
Why R-Squared - Reason #7:
- R-Squared risk models are designed specifically to harness your unique skill, thereby enhancing your performance. More...
Why R-Squared - Reason #8:
- Our latest technology gives you a powerful and robust measure of extreme risk. More...
Why R-Squared - Reason #9:
- Multi-manager gives valid and relevant risk profiles at fund and portfolio level even without full transparency of the underlying portfolios. More...
Why R-Squared - Reason #10:
- Our exclusive Quant Partnership is the ultimate in risk management precision, with measurable performance improvement compared to standard risk management methods. More...
Why R-Squared - Reason #11:
- Risk Consulting by our experienced Chief Risk Officer helps you achieve and maintain industry best practice, enhance your exiting process or outsource your risk management More...
Why R-Squared - Reason #12:
- Flexible interface lets you benefit from our technology with your choice of front-end, including our proprietary PRISM interface, Excel add-in as well as a range of well-known services such as Factset, COR, More...
R-Squared Custom
We work closely with you to enhance your performance by harnessing you investment selection skill.
Our specialist, proprietary techniques and long experience in designing multi-factor stock-selection and risk models - that work - enable you to see clearly how your active positions actually contribute to your returns.... (Read more)
R-Squared Analysis
Relevant and accurate risk decomposition is the key to good risk management, showing which factors contribute to portfolio risk and which are diversifiers.
By distinguishing intentional from unwanted risk you can eliminate unnecessary volatility to improve your Information Ratio... (Read more)
R-Squared Research
The proof is in the pudding!
The benefits of time series factors, direct estimation of the covariance matrix, realistic betas (instead of dummy variables used by most risk models) and the hybrid approach are clearly visible in this ex-ante – ex-post comparison of portfolio risk.... (Read more)