RaisePartner | NORM Asset Management ®

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		• Asset selection based on quantitative criteria • Design of innovative investment strategies • Reactive, reliable and tailored risk modeling • Dynamic Gaussian and non-Gaussian portfolio optimization

Risk managers		• 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

Prop. traders		• 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).