De Novo Risk Models for US Equities
Designed for hedge fund portfolio managers and risk officers, the models provide new tools for identifying and reducing exposure to risk factors.
The De Novo Risk Models incorporate advanced capabilities to improve portfolio performance by taking advantage of adaptive intelligence innovations and big data analytics.
-Adaptive Intelligence Risk Models for US Equities
-Risk Factors are discovered analytically
-Robust hedging tools to reduce exposure to risk factors
-Three Models covering a broad selection of the US Equity Market
-Exposure to factors delivered daily before the US market opens
-Factors Covariance Matrix delivered daily for portfolio optimization
-Powerful hedging tool to maximize portfolio performance
-Go beyond legacy Multi Factor Risk Models
-Innovate the portfolio optimization analysis process with the De Novo factors covariance matrix
-Accelerate alpha discovery and portfolio construction mining with De Novo factor data sets