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.