Optimum is the only quantitative financial firm to offer complexity-based investment strategies and provide consulting services to offer clients an alternative risk-assessment tool to the traditional linear-based models used by most risk managers.
Asset Management Advisory
Optimum has launched complexity-based investment strategies together with institutional partners. In particular, Optimum is trading complexity-based Long/Short equity portfolios and Fixed Income Relative Value strategies.
Index Profiling
Asset Management Advisory
Optimum has launched complexity-based investment strategies together with institutional partners. In particular, Optimum is trading complexity-based Long/Short equity portfolios and Fixed Income Relative Value strategies.
Market-specific Early Warning Indicators
Index Profiling
Consulting Services
Optimum offers a futuristic risk-assessment methodology which goes beyond traditional models used by risk managers. A typical application is drawdown early-warnings in Trading Desks.
Consulting Services
Optimum offers a futuristic risk-assessment methodology which goes beyond traditional models used by risk managers. A typical application is drawdown early-warnings in Trading Desks.
“Complexity metrics provide superior market early-warning signals“.
“Complexity metrics provide superior market early-warning signals“.
News & Research
Making Predictions Based on Murphy’s Laws
The origin of the well-known Murphy’s Laws may be traced to Edwards Air Force Base in 1949. Murphy’s Laws may sound funny but most of us will agree that they correctly reflect the reality more than simple anecdotes. Because of […]
The European Union: Too Big to Fail or Too Fragile to Survive?
The covid-19 has accentuated the fragmentation of the European Union. In a moment of political fragility we have performed a resilience rating analysis of the union as a whole as well as of the individual countries and specific macro regions. […]
How Complexity Anticipates Black Swans – the 2020 Market Crash.
The 2020 stock market crash was a global stock market crash that began on 20 February 2020. On 12 February, the Dow Jones Industrial Average, the NASDAQ Composite, and S&P 500 Index all finished at record highs (while the NASDAQ […]