Analysis, analysis, analysis. Here's some of what we do
weekly monitoring reports covering:
markets - the impact, inter alia, of regions, currencies, sectors, style & volatility
performance - distribution analysis & returns analysis, attribution & implementation costs
portfolio risks - regime & scenario analyses,
correlations & liquidity risks
weekly multi-factor risk analysis reports based on:
expected shortfalls, value at risk tracking error, omega correlations between strategies based on:
- equity, bond & currency market returns
- interest rate changes
- the term structure of the yield curve
- credit spreads
- inflation indices
- commodity price movements
and resulting sensitivities to macro economic factors