We leverage some of the most sophisticated analytical techniques to overcome what is referred to as random walk theory, that is, the idea that price volatility moves randomly, and subsequently, individual assets within markets cannot be predicted, for contrary to that theory, price and markets can indeed be predicted given application of the correct analytical mix. In lay terms, we use advanced methods in econometrics, research, and statistics as they relate to financial economics to leverage volatility and grow investments.
Research
Research Definition
Literature Reviews
Argument Development
Operationalization
Research Methodology
Validity & Reliability
Scientific Sampling
Data Collection
Knowledge Creation
Research Dissemination
Decision Modeling
Argument Development
Statistics
Inferential Statistics
Statistical Effect
Practical Effect
Variance/Covariance
Causal Modeling
Vector Auto Regression
Time Series Forecasting
Monte Carlo Simulation
Mathematical Optimization
Structural Equation Modeling
Real Options Analysis
Neural Networks
Simulation Modeling
Stochastic Modeling
Advanced Algorithms
Financial Engineering
Statistical Analysis
Reliability Analysis
Decision Science
Econometrics
Uncertainty Analysis
Probability Modeling
Sensitivity Analysis
Financial Modeling
Economic Modeling
Economic Forecasting
Investment Analysis
Revenue Forecasting
Equity Forecasting
Computational Economics
Time Series Modeling
Monte Carol Simulation
Price Modeling & Sensitivity
Tax & Tariff Forecasting
Feasibility Analysis
Economic Impact Analysis
Cost-Benefit Analysis
Mean Reversion Modeling
Momentum Modeling
Risk Engineering
Drift Modeling
Volatility Analysis
Variance Analysis
Beta Modeling
Causal Analysis
Probability Theory
Sharpe Analysis
Sorento Analysis
Treynor Analysis
Probabilistic Indexing
Monte Carlo Simulation
Parametric Value at Risk
Risk Optimization
