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
