Quantitative Investment

Quantitative Investment Strategies have evolved into very complex tools with the advent of modern computers. We are here with an aim to help and motivate the students in learning the concepts of Quantitative Investment. We believe in delivering our work a bit early then the stipulated time, so the student can review it and we can provide the changes if needed. We assure every student that their association with us will surely fetch them higher grades as expected. We also take deep consideration for all those who seek Quantitative Investment problem solution and offer them best kind of Quantitative Investment help in the following topics:

  • Risk Models, Factor Analysis and Correlation Structures
  • Dynamic PCA of correlation matrices
  • Economic significance of eigenvectors & eigenport folios
  • Exchange-traded Funds (ETFs)
  • Factor analysis via ETFs
  • Random matrix theory
  • Risk-functions and dynamic risk-management of equity portfolios
  • Statistical models of stock returns
  • Statistical arbitrage for cash equities
  • Long-short market-neutral investment portfolios
  • Back-testing concepts: in-sample/out-of-sample performance, survivorship biases
  • ETF-based residuals
  • Extracting information from trading volume
  • Leverage & setting ex-ante performance targets
  • PCA-based residuals
  • Performance measures
  • Time-series analysis of stock residuals
  • Statistical arbitrage in options markets
  • Back-testing option portfolio strategies
  • Construction of risk-functions for option portfolios
  • Data issues with option markets, implied dividend
  • Market-neutral option portfolios
  • Modeling stock-ETF dynamics and  ETF-stock dynamics
  • Option markets revisited
  • Volatility and options trading
  • Weighted Monte-Carlo technique for model calibration