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Michael Tanaka
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Excerpt – Multi Asset Portfolio Risk Analysis

EMA uses a machine learning algorithm plus GARCH to give a multi-asset system that offers both stable longer-term risk estimation and daily updated short-term forecasts of risk. Attribution is to macro time-series which can be created to represent any investment themes including political risk.

View other products from EM Applications Ltd

EMA Alpha Toolbox

The EMA Alpha Toolbox correct for “contemporaneous/simultaneous estimation bias” to allow for use of full-information maximum likelihood (FIML) estimation techniques for risk-adjusted testing of valuation/trading models, e.g. testing a multi-variable valuation model based on buy/sell signals.

Optema - multi asset portfolio construction and asset alloc

Portfolio construction and asset allocation using advanced optimisation techniques. Capable of dealing with derivatives, credit instruments, FX and equities.