Research

We enable business success by providing well researched solutions to challenging business problems. We offer our clients a full end to end solution. Support and guidance provided - from idea generation, research and development through bespoke solution design implementation and maintenance. To ensure our research is relevant and on par with international standards, we regularly contribute and attend high impact seminars and conferences.

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Modelling

We have experience in multi-asset modelling. Our knowledge bank includes Fixed Income yield factor models and credit risk modelling. We built interest rate screens and inflation models. Our knowledge bank includes Equity strategy models, like pairs selection and trend analysis. We modelled equity trade dynamics and optimised various proprietary business systems. Our knowledge bank includes Derivative modelling and analysis. We were pivotal in the construction and development of the South African volatility indices. Our modelling product base includes SA and US volatility cones, and the valuation of exotic options like Asian and Barrier options. Our knowledge bank includes Investment support tools like Unit Trust blend analysis, cash-flow tools, and risk management systems.

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Automation

Our service includes the packaging of the solution into a user-friendly format. Our end product is a user friendly program (Excel,VBA, Matlab etc.) that is relatively easy for the user to update independently and at the same time enjoy the full benefit of our model research. The automation programs that we write are so simple and neatly done that it does not require an expert to update the models - even an administrator can run the automation system successfully.

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