Finvex Group releases R-Equity Engine for advanced portfolio optimization
Finvex Group has released a new R-Equity Engine for advanced portfolio optimization. “The platform is one of the fastest and most flexible equity portfolio construction tools in the world and the amount of data it can handle is impressive. The new R-Equity Engine has been created to design portfolio solutions with emphasis on ex-ante risk management” says Christophe Pecoraro, Head of Structuring at Finvex Group, “We calculate dynamic co-variance and correlations matrices on the basis of advanced forward looking techniques and properly deal with outliers” he continues.
“R-Equity can deal with any parameters : we can operate on stock, sector and regional level, we can constrain turnover, impose weight and risk constraints on different levels”, adds Joakim Darras, Founding Partner of Finvex Group. “Results are impressive and provide new insights and investment methodologies”, he continues.
“Finvex Group will use the new engine to design tailored and transparent investment solutions for institutional investors and investment banks. The engine can also be used for control and overlay purposes on existing portfolios”, says Benedict Peeters, Founding Partner of Finvex Group.