BITA vision

An extensive framework for solving quantitative investment portfolio problems from MATLAB

Highlights

  • Alpha and Investment Strategy Research 
  • Portfolio Optimization: Multiple constraints, cost and market impact handling 
  • Back Testing: Stress testing, rolling statistics, VaR/ETL, GARCH modeling
  • Portfolio Analytics: Risk/return contributions, risk measures and ratios, drill-down
  • Risk Attribution: Extensive factor and asset class risk attribution
  • Performance Attribution: Multi-period attribution to allocation/selection effects; transaction costs; trade timing

Description

BITA vision is an invaluable tool that gives both quants and investment teams direct access to analytics and data and allows bespoke customization. It will increase productivity by reducing development time and eliminating manual error when solving real-world problems.

Use vision to build and test your own return forecast/signal models and develop simulation, optimization, filtering, regime, market, and fundamentally based approaches at both asset allocation and holding level. Vision can accept factor and covariance risk models or can directly load return time-series data into the system. In addition, users can produce either standard or custom PDF and Excel analytics reports from vision’s extensive library.

BITA vision is a proven, flexible framework written in MATLAB® that can be run from a user interface or directly from MATLAB itself.

The above outlines the high-level capabilities of BITA vision. For more information, please visit our website or get in touch via the contact details below.

bita-risk

BITA Risk

28-30 Cornhill
London, EC3V 3ND
UNITED KINGDOM
Tel: +44-203-848-4264
nicola.mollison@corfinancialgroup.com
http://www.bitarisk.com

Required Products

Platforms

  • Linux
  • Macintosh
  • UNIX
  • Windows

Support

  • Consulting
  • On-site assistance
  • System integration
  • Training

Product Type

  • Modeling and Simulation Tools

Tasks

  • Data Acquisition or Import
  • Data Analysis and Statistics
  • Desktop, Web and Enterprise Deployment
  • Embedded Systems

Industries

  • Financial Services