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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.
Description
Quadratic empowers your team to collaborate on data analysis, resulting in quicker outcomes. While you may already be familiar with spreadsheet usage, the capabilities offered by Quadratic are unprecedented. It fluently integrates Formulas and Python, with SQL and JavaScript support on the horizon. Utilize the programming languages that you and your colleagues are comfortable with. Unlike single-line formulas that can be difficult to decipher, Quadratic allows you to elaborate your formulas across multiple lines for clarity. The platform conveniently includes support for Python libraries, enabling you to incorporate the latest open-source tools seamlessly into your spreadsheets. The last executed code is automatically returned to the spreadsheet, and it accommodates raw values, 1/2D arrays, and Pandas DataFrames as standard. You can effortlessly retrieve data from an external API, with automatic updates reflected in Quadratic's cells. The interface allows for smooth navigation, permitting you to zoom out for an overview or zoom in to examine specifics. You can organize and traverse your data in a manner that aligns with your thought process, rather than conforming to the constraints imposed by traditional tools. This flexibility enhances not only productivity but also fosters a more intuitive approach to data management.
API Access
Has API
API Access
Has API
Integrations
JavaScript
Python
SQL
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
Financiometrics
Website
www.financiometrics.com
Vendor Details
Company Name
Quadratic
Website
www.quadratichq.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
Data Science
Access Control
Advanced Modeling
Audit Logs
Data Discovery
Data Ingestion
Data Preparation
Data Visualization
Model Deployment
Reports
Spreadsheet
Analytics
Audit Trail
Calculators
Charting
Multi-User Collaboration
Templates