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features
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Description

BlackSwan, developed by FINARTIS, is a platform focused on asset allocation and managing risk. It offers various integrated risk analyses, such as volatility assessments, allocation evaluations, metric examinations, and Monte Carlo simulations, which empower users to navigate significant events with precision through reliable distributions and advanced quantitative risk measures. By utilizing non-Gaussian distributions, BlackSwan enhances accuracy and aids in optimizing asset allocation during unpredictable market conditions. This innovative solution is designed to adapt to the dynamic nature of investments, ensuring users can make informed decisions even in challenging scenarios.

Description

The Large-Scale Optimizer™ is a collaborative creation by Michael Best, who is a Professor Emeritus in the Department of Combinatorics and Optimization at the University of Waterloo, and Jivendra Kale, the President of Financiometrics Inc. This remarkable quadratic optimizer is designed for the swift construction of long-only, long-short, and market-neutral portfolios that can encompass thousands of assets, allowing for effective risk management in relation to a standard or benchmark portfolio. Additionally, it serves as a tool for asset allocation that employs Markowitz mean-variance analysis principles. This version of the Large-Scale Optimizer™ is an unrestricted edition that can be acquired either as an application or as a subroutine library that can be integrated into your software. Utilizing an advanced active set method, which has been further refined through the implementation of penalty function techniques, the Large-Scale Optimizer™ achieves significant speed enhancements to ensure the attainment of a true global optimal solution for extensive, real-world portfolio optimization challenges, even when variable transaction costs are present. This unique capability makes it an essential tool for financial analysts and portfolio managers seeking to optimize their investment strategies efficiently.

API Access

Has API

API Access

Has API

Screenshots View All

Screenshots View All

Integrations

No details available.

Integrations

No details available.

Pricing Details

No price information available.
Free Trial
Free Version

Pricing Details

No price information available.
Free Trial
Free Version

Deployment

Web-Based
On-Premises
iPhone App
iPad App
Android App
Windows
Mac
Linux
Chromebook

Deployment

Web-Based
On-Premises
iPhone App
iPad App
Android App
Windows
Mac
Linux
Chromebook

Customer Support

Business Hours
Live Rep (24/7)
Online Support

Customer Support

Business Hours
Live Rep (24/7)
Online Support

Types of Training

Training Docs
Webinars
Live Training (Online)
In Person

Types of Training

Training Docs
Webinars
Live Training (Online)
In Person

Vendor Details

Company Name

FINARTIS

Founded

1986

Country

Switzerland

Website

www.finartis.com

Vendor Details

Company Name

Financiometrics

Website

www.financiometrics.com

Product Features

Financial Risk Management

Compliance Management
Credit Risk Management
For Hedge Funds
Liquidity Analysis
Loan Portfolio Management
Market Risk Management
Operational Risk Management
Portfolio Management
Portfolio Modeling
Risk Analytics Benchmarks
Stress Tests
Value At Risk Calculation

Product Features

Financial Risk Management

Compliance Management
Credit Risk Management
For Hedge Funds
Liquidity Analysis
Loan Portfolio Management
Market Risk Management
Operational Risk Management
Portfolio Management
Portfolio Modeling
Risk Analytics Benchmarks
Stress Tests
Value At Risk Calculation

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