Trading Strategies

Insightful Risk Solutions

In fast-paced markets, leading traders require rapid access to the right information to make important market-driven decisions. Inundated with volatile financial data, traders require answers they can rely upon quickly and constantly.  Insightful’s S-PLUS and econometric libraries, S+FinMetrics and S+NuOPT provide rigorous technical and fundamental analysis using sophisticated models to predict future behavior.

You need advanced risk analysis of current and future exposure to optimize your financial performance. When you partner with Insightful you can quickly implement, monitor and adjust proprietary trading strategies to meet dynamic market conditions and improve your risk/return profiles. Insightful has provided advanced analytics and consulting to the world’s top financial institutions for20 years. We can help you create exactly the solution that your organization requires with our modern, cutting-edge methods and flexible, extensible solutions that can be easily integrated with your existing systems.

Insightful Solutions deliver:

• World-class time-series analysis and forecasting:
• Multivariate GARCH models
• State-space time-series modeling
• Co-integration models
• Trading signal generation
• Rolling window analysis
• System Back-testing framework
• State of the art risk management capabilities
• Multi-factor models
• Robust statistics
• Extreme-value distributions

For more information, please make your selection from among our white papers, case studies and archived Web casts:

• Archived Events & Web Casts
• Success Stories
• Whitepapers & Application Notes .

If you would like to read how S-PLUS is used in complex financial models you can review these titles available for sale:

• Introduction to Modern Portfolio Optimization with NuOPT, S-PLUS and S+Bayes, by Bernd Scherer and Doug Martin
• Second Edition of Modeling Financial Time Series with
  S-PLUS, by Eric Zivot and Jiahui Wang

For more information on how Insightful can support your optimization efforts, please contact us via email or call in the US/Canada (800) 569-0123, UK +44 (0) 1256 339800, or Zurich +41 (0)44 251 68 44.