Consulting Services

WPQ offers the full array of standard quantitative analytical services

  • Derivatives pricing.
  • Statistical analysis of financial data.
  • Formulation and implementation of quantitative algorithms.
  • Documentation of quantitative algorithms to ensure transparency for reviewing auditors and regulators.
  • Optimal allocation methodologies (e.g., Black-Litterman modeling) for maximizing return and minimizing risk.
  • Model validation.
  • GARCH Estimation models

In addition, we strive to be at the forefront of the innovative application of complex mathematics to new areas both in and out of the financial markets.

  • “Quantitative due diligence” of hedge fund algorithms for prospective investors.
  • Stochastic balance sheet simulation to give a better understanding of embedded options
  • Commercial contingent claims such as employee stock options or author/artist advances in the movie, publishing or recording industry.
  • Statistical identification of trading signals, market patterns, and live data feed anomalies.