• Interior Design Studio in Los Angeles Economic Forecasts
    We propose a state of the art framework to
    forecast econonomic variables for several
    geographic regions. Forecasts are generated
    for up to 50 years. A large set of
    financial variables is simulated.
    Work by 2013 Nobel Prize winner
    Robert Schiller demonstrates that markets
    are predictable.
  • Personal Views
    Academic research has shown for many
    years that financial variables are
    predictable in the long run as the
    business cycle evolves
    Personal views may be incorporated in this
  • Pension Fund Management
    In a society where populations tend to get
    older and where many funds have suffered
    from the recent financial crisis, it becomes
    critical for society to have access to
    state-of-the-art technology to perform
    their Asset-Liability-Management.
    We propose an interface to model a pension
    funds demographic and cash-flow evolution.
  • Allocations and Analysis
    Our Q-ALM suite also proposes strategic and tactical
    allocations based on the economic model
    for chosen horizons. It is possible to choose
    portfolios on the frontier and to immediately
    see the characteristics of the portfolio.

Welcome To QuARisMa

We are a Swiss based company focusing on quantitative asset and risk management. We are characterized by a strong academic yet practice oriented background. Our objective is to market state-of-the-art wealth-management tools for the long-run. We also believe that some well understood quantitative modeling may help investors to overcome behavioral biases and, therefore, to avoid human errors leading to `buying expensive and selling cheap.'

Based on academic research which demonstrates the partial predictability of financial markets in the long run, we created a suite of modules which are built on an economic forecasting model. We presently market a suite of modules which can be used either as stand-alone portfolio management tool for banks, insurance companies, or for family offices. We also market for pension funds and pension advisors an ALM platform which is driven by a multi-country economic framework that drives both the asset and liability side of the balance sheet. Because of this integrated framework it is possible to incorporate heding demands in the asset allocation. Stated differently: an ALM based portfolio allocation yields significantly different results than an asset-only based allocation.

We also provide training for our modules and other finance related topics. Thanks to our strong academic background we are able to provide expertises in the field of asset management and asset-liability management.

Q-AM is a suite for asset management. For asset managers interested in portfolio management, this suite allows to build a bottom-up portfolio allocation.

Q-AM has the following features:

  • economic fundamentals driven
  • financial forecasts coherent with economic forecasts
  • strategic portfolio allocation
  • tactical portfolio allocation
  • performance analysis
  • multicountry framwork
  • multihorizon allocation
  • large customizable list of assets
  • various currency hedging models

Q-ALM is a suite of modules designed for asset and liability management. It complements Q-AM with a pension-fund demographic forecaster and a cash-flow projector. Because of common sources of uncertainty on the asset and liabilty side, by taking into account the correlations which exist between assets and liabilities, Q-ALM proposes an allocation which optimally hedges liabilities against financial fluctuations and economic risks.

Q-ALM is built on:

  • an entire bottom-up portfolio allocation model extending Q-AM
  • financial markets are coherent with economic forecasts
  • strategic portfolio allocation
  • tactical portfolio allocation
  • development in a matrix language allowing for further developments and customization

QuARisMa provides additional services:

  • Training for our modules
  • General training on developments at the academic frontier of knowledge in asset management
  • Expertises on the management of assets and on pension fund allocations