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