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Q4 2006
Posted on 09-Oct-2006 |
EDITORIAL
.jpg) In the spotlight this quarter: RaisePartner launches a new class of market observables, the RP Quant ® Indices.
As you will read in this issue, these diversified systematic indices enjoy very interesting stability and performance properties.
The RP Quant ® Indices will be part of our upcoming platform of web services dedicated to the Asset Management professionals (PRISM®). In this issue’s focus, learn how PRISM® faces the IT challenges and brings the AM web services to a new level.
Enjoy your reading,
Sophie Volle, Newsletter Editor
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CONTENTS
In this issue, read about:
This issue’s focus: IT Challenges in the Asset Management Industry
New Trends: Quantitative Indices as a new class of market observables
User case : Design of a Multi-Strategies Fund of Funds
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IT challenges in the Asset Management Industry
Sébastien Chassande-Barrioz, IT Architect at RaisePartner
 The importance of IT choices has been acknowledged in the Bank Industry for a while, as a consequence of the always more compelling regulatory constraints. In the Asset Management Industry, this trend is also forthcoming: strategic decisions are supported by qualitative and quantitative analyses of complex business information, requiring systematic and industrialized approaches based on robust IT architectures.
To face these evolving needs, RaisePartner is currently developing a new platform of web services dedicated to the Asset Management Industry: PRISM® (Platform of Risk and Investment Strategy Management).
Full Article
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Quantitative Indices as a new class of market observables
RaisePartner launches the RP Quant ® Indices, a series of systematic and diversified indices, based on 100% quantitative strategies.
These indices represent market observables of a new kind: based on investable underlyings and a systematic strategy, they perform a “north-west” step to reach a new area of the risk/return map.
Read on
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Design of a Multi-strategies Fund of Funds
This case study is based on a dynamic rebalancing of diversified underlying strategies: Hedged Equity, Event Driven, FI Arbitrage, Long Short Equity.
Through a comparative back-test, we show how NORM Asset Management® overcomes the lack of data and helps reduce and stabilize risk measures.
Read the case study
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