We are please to have been selected by the judges to be the winner of BZ awards in category Finding Alpha 2017! Great FinTech event.
We are happy to be part of BZ awards finalist. Thanks for voting for us! Clean tick market data to get real time portfolio analytics, optimization and forecasting have never been so important to understands better the market. At PortfolioEffect, we take care for you of the tick market data challenges so you can just focus on building […]
Using Jupyter notebook to develop strategies, do research or monitor your portfolio is a great idea. Jupyter supports different languages. At PortfolioEffect, our users are currently using R or Python kernel. They directly login through our web browser to see their portfolios. Examples on how to develop strategies and monitor risks are provided. This solution […]
Benzinga’s article on PorftolioEffect can be found on this link. We decided to post the article in the blog as it is a good description of what we do. You can vote for PortfolioEffect here on Facebook and Linkedin for 2 votes. PortfolioEffect Utilizes Real-Time Risk Metrics To Create Alpha Brett Hershman , Benzinga Staff Writer […]
At PortfolioEffect, we use high frequency market data to calculate intraday or end of day risk metrics. This involves a new methodology for the calculation of risk that was developed through 5 years of research. The results benefits low and high frequency traders and researchers. We offer risk metrics data on volatility and risk factors […]
Alpha Generation: Controlling Intraday Risk Profile with Python Friday, February 10 2017, 10:30 AM – 5:30 PM [CST] Chicago, 10th of Frebruary You will learn why the use of high frequency market data is necessary to be able to measure correctly the risk and rebalance your portfolio adequately. You will also learn how to build strategies to […]
Intraday Strategy Backtesting, Portfolio Optimization and Risk Forecasting with R Nov 17th, NYC You will learn why the use of high frequency market data is necessary to be able to measure correctly the risk and rebalance your portfolio adequately. You will also study how to build your own portfolio, create a strategy, backtest it, optimize […]
We are happy to announce PortfolioEffectEstim toolbox availability for both R & MATLAB. It is designed for high frequency market microstructure analysis and contains popular estimators for price variance, quarticity and noise. For R https://cran.r-project.org/web/packages/PortfolioEffectEstim/ Or via downloads section: https://www.portfolioeffect.com/docs/platform/quant/tools/r For MATLAB http://www.mathworks.com/matlabcentral/fileexchange/55335-portfolioeffectestim-high-frequency-price-estimators—models-toolbox Or via downloads section: https://www.portfolioeffect.com/docs/platform/quant/tools/matlab Features Package features key estimators for working […]