Our Products
Algebraic Modelling Language Family
Sentiment Analysis
Financial Analytics for Asset Allocation
Whitepapers
UIMP: User Interface for Mathematical Programming
UIMP is a matrix-generator report-writer system designed to aid the realization (generation) of mathematical programming models and also the analysis-reporting of the solutions of…
Portfolio Optimization
This white paper introduces Markowitz mean-variance model with a general overview and sets out to explain why and how the finance industry has fully embraced this as a method of choice for portfolio planning.
Portfolio Selection Models: A Review and New Directions
Modern Portfolio Theory (MPT) is based upon the classical Markowitz model which uses variance as a risk measure. A generalisation of this approach leads to mean-risk models
Enhanced Indexation based on Second-Order Stochastic Dominance
Second order Stochastic Dominance (SSD) has a well recognised importance in portfolio selection, since it provides a natural…
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Our Services
Training
OptiRisk Systems offers training in optimization, risk analysis and other quantitative financial tools. We have highly experienced professionals on the teaching faculty…
Projects & Consultancy
We are aware a client is usually interested in having a capped budget for consultancy services. Thus, for a Proof of Concept (POC), the initial step of full client…
AMPLDev Cloud
AMPLDev cloud provides instant access to guaranteed up-to-date versions of our software suite. Removing all installation processes, AMPLDev Cloud directly links…
Trade SES
Sentiment Enhanced Signals (SES) optimizes your equity portfolio composition using a powerful optimization model known as Second Order Stochastic Dominance (SSD)…
News & Events
Strata Data Conference, London, 22 May 2018
OptiRisk presented the latest developments on the SENRISK project at the Strata Data Conference in London, 22 May 2018. Dr. Christina Erlwein-Sayer gave a talk on “Macroeconomic news sentiment: Enhanced risk assessmen...
11th International Conference on Computational and Financial Econometrics (CFE 2017), University of London, 16-18 December 2017
OptiRisk presented at the 11th International Conference on Computational and Financial Econometrics (CFE 2017) at the University of London, UK, 16-18 December 2017. This conference was organized by the CFEnetwork, Birbec...
BigDataFinance Conference, LSE, London, 4 – 5 October 2017
Our senior quantitative analyst, Dr. Christina Erlwein-Sayer, presented an invited session at BigDataFinance conference on 4 - 5 October 2017 on the topic of Sentiment Analysis for Credit Risk and Portfolio Construction....