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BITA Optimiser Suite

A suite of high performance, high capacity, proven financial optimizers

Highlights

  • High performing with support for complex constraints and cost models
  • Risk-model independent with full risk decomposition output
  • Platform independent with API callable from many environments
  • Multitier and multiperiod
  • Proven approaches to gain/loss optimization

Description

Because of its speed, accuracy, and versatility, BITA Optimiser has been widely adopted by major investment houses across Europe and the U.S. It has now been joined by a series of additional optimizers:

  • Robust Optimiser, which adds the ability to set quadratic constraints
  • Multi-Period Optimiser, which enables optimization across multiple periods with parameters changing through time
  • Multi-Tier Optimiser, which enables constraints to be set across tiers and funds in fund of fund structures
  • Charity Optimiser, which maximizes sustainable income drawdown
  • Gain/Loss Optimiser, which accounts for the skewness and kurtosis of distributions

BITA Optimiser Suite is delivered as components that integrate to MATLAB® via a MEX-file interface. It is also available as components that integrate with Java™, and other languages, with an investment house system or as a core component of BITA Curve, an advanced quantitative workbench tool.

BITA Risk Solutions

1 Liverpool St
London, EC2M 7QD
UNITED KINGDOM
Tel: +44 207 9562800
Fax: +44 207 9562259
http://www.bitarisk.com

Required Products

Platforms

  • Linux
  • Macintosh
  • UNIX
  • Windows

Support

  • Consulting
  • On-site assistance
  • System integration
  • Training

Product Type

  • Modeling and Simulation Tools

Tasks

  • Data Acquisition or Import
  • Data Analysis and Statistics
  • Desktop, Web and Enterprise Deployment
  • Embedded Systems

Industries

  • Financial Services