A new approach to asset allocation and portfolio building, optimisation and testing.
BITA vision is a rapid analytical tool for building and testing asset allocation strategies, covering risk and performance attribution, optimisation and stress testing. It delivers analysis and insight into portfolio allocations through a GUI interface or MatLab. This new solution from BITA is an invaluable tool for quants and investment teams.
- Analysis across user defined data, and date ranges
- Portfolio optimisation, utilising BITA’s full range of optimisers
- Selection risk model date range and blending between stressed and normal samples
- Correlation scatter: a visual model illustrating the correlation between asset classes for user defined date ranges
- Risk attribution: decomposing risk and expected return, both absolute and relative to benchmark
- Historic analysis of current asset allocation
- Performance return attribution
- 3D Efficient surface for expected return for tracking error and portfolio volatility
- Complete suite of analytical reports