Consulting - Industry Expertise

Financial Services

As financial markets expand into the global arena, financial institutions must access and analyze increasingly large, complex, and diverse sets of data. They must then present this data in a form that is meaningful to investment managers, traders, and other key decision-makers.

As a result, financial analysts find they need to develop, prototype, and deliver new analytical instruments to end-users in a matter of hours.

These financial professionals are increasingly adopting the MATLAB technical computing environment for their computation, data modeling, and application development. They report that creating models in MATLAB saves as much as 90% of the time needed to program in C.

Our consultants can help you choose the tools and techniques that best support the kinds of analysis that you do. They can also work with you to rapidly develop your models and applications and integrate them with your system.

Our services cover all facets of financial analysis and provide expert assistance in the following areas:

• Visualization and Analysis of Financial Data
• Data capture, filtering, and analysis
• Complex graph display
• Investment Management
• Portfolio optimization
• Portfolio value-at-risk
• Performance measurement
• Derivatives Modeling
• Option pricing and analysis
• Modeling of exotic and proprietary instruments
• Derivative risk analysis
• Trading strategies simulation and analysis
• Risk Management
• Multivariate GARCH modeling
• Monte Carlo simulation
• Economics
• Time series modeling
• Econometrics

Recent projects include:

• Developing an economic charting system for a major investment management group
• Creating Web-based asset management tools for a major bank
• Developing statistical arbitrage trading system for a large hedge fund