Centillion Japan Co.,Ltd.

Solutions

Quants analysis

We cover market information quantitative analysis,risk analysis, portfolio construction,various derivatives based on techniquefinancial engineering, simulation and a mathematical plan.

What Centillion can do?

Valuation
Calculating various factors, responsiveness from a stock price, a financial index, an earnings forecast, macro, etc.
Technical analysis
Risk analysis
Factor analysis
Multifactor risk model
Fama-French model
VaR( value at risk)
Monte Carlo simulation
Portfolio optimization
Long・Short portfolio
Rebalance simulation
Macro index sensitivity analysis
Time series model
ARIMA
GARCH
Derivatives
Option (plain vanilla, exotic)
Swap(The currency swap ,cap/floor, and multi-callable swap )
Structured bond
Genetic algorithm
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