Investment Management

Asset managers meet the investment needs of individuals, institutions, and governments by delivering a wide range of investment opportunities that achieve risk-adjusted performance with consistent returns over time. Investment management and research teams use MATLAB® to develop custom mathematical models for analyzing and optimizing large or complex portfolios, quantifying and controlling risk, and developing and implementing effective investment management strategies.

Improve Investment Performance from Asset Valuation to Portfolio Attribution

Using MATLAB, researchers and portfolio managers develop algorithms to optimize performance, minimize risk, and analyze results, including the application of mean-variance and Black-Litterman methods. They access securities data from databases or data providers such as Thomson Reuters and Bloomberg, manipulate time-series data, perform statistical analyses to understand risk, undertake portfolio attribution, determine pricing, conduct sensitivity analyses, develop valuation methods, and implement buy-and-sell criteria.

Learn how JP Morgan uses MATLAB for portfolio construction, analysis, and back-testing alpha strategies using multifactor models.
Financial analysts use MATLAB to analyze data in Microsoft Excel spreadsheets and visualize the results.
Financial analysts develop algorithms, perform backtesting, and visualize key metrics to interpret data and refine customer portfolio strategies.
Learn how BlackRock uses state-space modeling to analyze exchange traded products.
Learn how Financial Toolbox can be used to solve asset allocation and portfolio optimization problems that include transaction costs and turnover constraints.  In this webinar, we will discuss the new object-oriented portfolio tools introduced with t
"The Prayer" is a recipe of ten sequential steps for all portfolio managers, risk managers and algorithmic traders across all asset classes and investment horizons, to model and manage the P&L distribution of their positions. For each of the ten step

Publish Custom Reports and Integrate Investment Analytics into Front-Office Software

When portfolio researchers want to communicate MATLAB model results to portfolio managers, company executives, or clients, they export results into Excel®, a database, or a PDF or HTML report. With MathWorks deployment tools, development teams integrate investment analytics functions and routines into their preferred front-office software environment. Researchers and developers deploy standalone applications or software components that integrate with C and C++, Visual Basic®, Excel, .NET, and Java™ based applications.

Learn how MATLAB is used to construct the next generation of Global Cost Indexes and how these indices are used to back-test investment ideas and evaluate broker performance.
Learn how GeisterZähmer uses MATLAB to combine the entire data retrieval, storage, and manipulation process, which accelerates and simplifies investment strategy development and while reducing team size.
With an experienced investment team of economists, portfolio managers, and risk experts, Fulcrum Asset Management invests across global markets and asset classes with a range of absolute and relative return strategies. Their proprietary risk manageme
Learn how you can use MATLAB to analyze, construct and optimize portfolios interactively, and build robust graphical point-and-click portfolio analysis applications that you can deploy throughout your organization. Specific topics include: Importing