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The cheap, flexible and sophisticated quadratic optimiser to add-in to
Excel for organisations with access to their own data
| Use |
Asset Allocation |
| Users |
 | Money Managers |
| Plan Sponsors |
| Asset Consultants |
|
| Cost |
Under USD 10,000 pa |
| Supplier |
OCCAM |
Key Features
| very low cost |
| Uses the familiar Excel environment making it easy to learn, interface and
customise |
| Replicates and extends most industry-standard models and structures
including, full covariance, currency factor, general factor, APT/orthogonal
factor, hedge portfolio, scenario, constant group and shrinkable matrices |
| Wide range of constraints, absolute and relative |
| Each universe can support many portfolios |
| can use Toolbox to create covariance matrices and factor models from your
own data if required |
| Uses existing data sources, so no paying twice for the same data |
| Free data pack to make trailing easy |
| Visual Basic or C++ interfaces also available |
This product is created by OCCAM, a UK consulting
firm established in 1993 to provide advice to fund managers on investment
processes and alternative software products. Other products by OCCAM
are: POW! Toolbox |
