Average Ratings 0 Ratings

Total
ease
features
design
support

No User Reviews. Be the first to provide a review:

Write a Review

Average Ratings 0 Ratings

Total
ease
features
design
support

No User Reviews. Be the first to provide a review:

Write a Review

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

Screenshots View All

Screenshots View All

Integrations

JavaScript
Python
SQL

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

Alternatives

Alternatives

SubQ Reviews

SubQ

Subquadratic
Solver SDK Reviews

Solver SDK

Frontline Systems