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Thursday, February 23, 2012
   
Our Partners Quantigic Risk Model
 


Quantigic now offers a perpetual license to Quantigic Risk Model source code for a one-time fee of $99K, a small fraction of what a risk model would cost to develop in-house, and less than an annual subscription cost of a traditional risk model!

You are invited to take advantage of this promotion using the contact form bellow:


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Quantigic® Risk Model
● Quantigic® products and services:
- Source Code for Quantigic® Risk Model ("QRM"): perpetual limited license for $99,000
- Quantigic® Desktop™: executable app for generating QRM, including its fully functional free trial version
- Customizable QRM datafeeds: including based on end-user universe
- Pay-per-use option: QRM built for market cap based universes
- Quantigic® Optimizer™: fast portfolio optimizer, including source code

● QRM is a proprietary 3-in-1 multi-factor risk model based on shorter-term concepts and consists of:
- Style risk factor model
- Cluster (industry) risk factor model
- Style + Cluster risk factor model

● The Source Code solution enables end-users to directly integrate QRM into their production environment in a platform-independent fashion and provides full control over the QRM production output, including its frequency, as well as any future modifications of the risk model. The comparison chart below between QRM and a "Traditional Risk Model" ("TRM ") summarizes QRM products and services.
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A Comparison Chart
Quantigic® Risk Model ("QRM") A "Traditional" Risk Model ("TRM")
1. QRM is computed based on the full end-user universe. QRM is "ticker-blind" and treats all tickers in the end-user universe on equal footing. TRM is computed based on its "estimation" universe. TRM treats tickers within and outside of the "estimation" universe differently.
2. Since QRM is based on the full end-user (i.e., input) universe, no truncation is required and there are no truncation side effects. Each input universe produces its own QRM matrix. TRM provides a single risk (plus covariance) matrix, which must be truncated down to the end-user universe (with truncation side effects).
3. The number of industry (or "cluster") based risk factors in QRM depends on the end-user universe (as does the number of industries). TRM has a fixed number of industry based risk factors independent of the end-user universe.
4. QRM is geared toward quantitative trading and based on shorter-term concepts. TRM incorporates longer-term concepts in its computations.
5. QRM style factors are all geared toward quantitative trading. TRM style factors are not all geared toward quantitative trading.
6. Depending on the product and the delivery mechanism, QRM can be updated as frequently as daily (e.g., via Quantigic® Desktop™). TRM provides risk model updates monthly.
7. QRM (for market cap based universes) is available on pay-per-use basis without any subscription. TRM does not provide a pay-per-use solution and requires a subscription.
8. Quantigic provides an executable desktop solution Quantigic® Desktop™ (including its fully functional free trial version) for generating (and testing) QRM within the end-user environment. TRM does not provide an executable desktop solution.
9. Quantigic provides a source-code based desktop solution via a (limited) license to the actual QRM source code for integration into the end-user test and/or production environment. TRM does not provide a source-code based desktop solution.
10. Quantigic provides customizable QRM solutions (including subscription based services) based on the end-user universe. TRM does not provide customizable solutions based on the end-user universe.
Quantigic Perpetual License Offer - Free Evaluation Request (auto-forwards directly to the Quantigic sales team)
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