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Products Norm Asset Management |
RaisePartner’s technology is unique in its ability to optimize risk/return profiles when risk is measured as drawdown and not just as volatility.
Head of Research, alternative investments
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What is NORM Asset Management® ?
NORM Asset Management® is a software component that provides advanced and flexible functionnalities to deal with crucial quantitative issues in Asset Allocation and Risk Management.
NORM Asset Management® helps you stay ahead of the best Risk and Asset Management practices with state-of-the-art and innovative quantitative approaches.
What is NORM Asset Management® for?
Portfolio managers & multi-managers |
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• Asset selection based on quantitative criteria • Design of innovative investment strategies • Reactive, reliable and tailored risk modeling • Dynamic Gaussian and non-Gaussian portfolio optimization |
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| Risk managers |
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• Multi-level risk budgeting • Computationally-efficient stress-tests • Large-scale risk measures • Cross-asset risk aggregation • Real-time computation of intra-day risk measures on large universes |
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| Prop. traders |
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• Quantitative trading (high frequency, CTA…) • Volume control to monitor the market impact of the trades |
NORM Asset Management® key features
• Active risk management: a patented risk modeling approaches to build reactive and reliable risk models for dynamic optimization.
• Tailored risk modeling: NORM Asset Management® provides you with the tools to build your own risk model instead of using inadapted widespread risk models.
• Portfolio optimization techniques based on robust control approaches to build investment strategies with unique robust properties.
• Beyond the Gaussian framework: high-moments portfolio optimization (CVaR, Skewness) to shape the distribution of returns of your strategy.
• Advanced risk & performance analysis.
• Efficient large-scale simulation and optimization.
• Conciliation of quantitative and qualitative expertises.
• Flexible and scalable library (for C, C++, VB, .NET, scilab and matlab). |
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