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PRODUCTS OVERVIEW

EMA develops products that apply a proprietary implementation of the EM (“Expectation Maximisation”) algorithm to help with asset selection and portfolio construction. The asset universe is anything that has a frequent market price or is a derivative of such an asset. Primarily this includes all equities and bonds but extends to currencies, commodities and alternatives such as property, infrastructure, hedge funds, and ETFs and anything that can be represented by a regular traded price.

Three core products are set out below and are designed to assist with risk analysis, portfolio construction and alpha development.

 

Product Function
Excerpt Portfolio risk analysis
Optema Portfolio construction (optimisation)
Alpha Toolbox Custom factor models for alpha strategies

Introductory information about each product is set out in the relevant section, along with a separate area to provide an idea of the range of models provided. Please contact us by email or by using the form in the Contact Us section for more detailed information or a web or in-person demonstration.






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