Fulcrum Asset Management Develops Custom Quantitative Risk Management System

http://www.mathworks.com/company/user_stories/Fulcrum-Asset-Management-Develops-Custom-Quantitative-Risk-Management-System.html?by=company

First submitted by Alan Poon on 11 Feb 2013

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Date	Contributor	Description	Rating
11 Feb 2013	Alan Poon	Challenge Develop an accurate, scalable, and fast risk engine for fund management Solution Use MATLAB to import financial data from multiple sources, develop sophisticated risk models, and run optimizations and scenarios analysis on multicore processors Results Optimizations and calculations accelerated Risk measurement accuracy improved Integration with databases and datafeeds streamlined

11 Feb 2013

Alan Poon

Challenge
Develop an accurate, scalable, and fast risk engine for fund management

Solution
Use MATLAB to import financial data from multiple sources, develop sophisticated risk models, and run optimizations and scenarios analysis on multicore processors

Results
Optimizations and calculations accelerated
Risk measurement accuracy improved
Integration with databases and datafeeds streamlined

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Tag Activity

Tag	Applied By	Date/Time
parallel computing toolbox	Alan Poon	11 Feb 2013 at 9:32am
optimization toolbox	Alan Poon	11 Feb 2013 at 9:32am
matlab compiler	Alan Poon	11 Feb 2013 at 9:32am
econometrics toolbox	Alan Poon	11 Feb 2013 at 9:32am
datafeed toolbox	Alan Poon	11 Feb 2013 at 9:32am
database toolbox	Alan Poon	11 Feb 2013 at 9:32am
matlab	Alan Poon	11 Feb 2013 at 9:32am
computational finance	Alan Poon	11 Feb 2013 at 9:32am
desktop and web deployment	Alan Poon	11 Feb 2013 at 9:32am
parallel computing	Alan Poon	11 Feb 2013 at 9:32am
mathematical modeling	Alan Poon	11 Feb 2013 at 9:32am
data analysis	Alan Poon	11 Feb 2013 at 9:32am
algorithm development	Alan Poon	11 Feb 2013 at 9:32am
financial services	Alan Poon	11 Feb 2013 at 9:32am