The product mainly provides financial investment institutions with related investment analysis models, assists relevant investment unit and managers to generate performance reports such as asset allocation, to be used in investment decision analysis and the establishment of relevant investment position budgets.
System Features
- Macro analysis model: providing decision analysis support for ultra-low equity allocation
- -Analysis of macro factors (multi-factor regression model analysis)
-Business cycle analysis (using wavelet theory)
- Capital and profit-guarantee model: provide recommendations on equity cap and stop-loss interval
- -Capital and profit-guarantee, parameter simulation, backtesting
-TIPP / CPPI Capital and Profict-Guarantee Model, Penetration Test, Scenario Analysis
- Asset allocation model; provide suggestions for optimizing asset allocation plans
- -Establish asset portfolio frontier allocation (select genetic algorithm technology)
-Equity industry, fund investment allocation, bond category allocation
- Bond duration matching
- Manually add pre-configured held maturity bonds, use genetic algorithms to automatically calculate the duration, rate of return and bond weight of new bond portfolios according to the debt duration.
- Quantify investment budget: allocate investment funds based on cash flow
- -Estimated future return on investment
-Investment budget for the next three years
- Stock index futures hedging
- -Interfacing with front-end system, real-time hedging strategy management
-Hedging risk management
- Performance and audit
- -System audit, permission management and asset ultra-low allocation inspection management
-Support investment management committee report, configuration planning system, performance report system
- Report management
- -Query of stock fund bonds and positions of various types of assets
-Custom reports, automatic transfer
