Many practical issues can be effectively handled by mathematical optimization, statistical and/or big data analyses, neural network models and other advanced methods. We offer our expert knowledge in the fields of applied mathematics, statistics and computer science.


Optimal Portfolio Allocation

  • Expected return versus risk optimization
  • Algorithmic trading strategies analysis, design, and implementation
  • Bayesian approach to asset allocation
  • Optimal allocation of financial assets inclusive reliable measurement of their return and risk profile

Performance Measurement and Risk Reporting

  • Definition of key performance indicators, benchmarks, and risk measures
  • Implementation of automatic reporting systems and monitoring processes

Cash Flow Optimization

  • Proposal of optimal cash flow structure, financing, and financial asset management
  • Analysis and hedging of balance sheet foreign exchange, interest rate, and liquidity risks
  • Maximization of yields through pooling structures
  • Proposal of financing alternatives based on clients needs