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Our Products

Algebraic Modelling Language Family

Algebraic Modelling Language Family

A collection of products related to the AMPL programming language.

Sentiment Analysis

Sentiment Analysis

Enhance trades with sentiment from news, social media and macro announcements

Financial Analytics

Analytics Products

Optimize trading and
portfolio management
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Whitepapers

UIMP: User Interface for Mathematical Programming

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…

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Portfolio Optimization

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.

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Portfolio Selection Models

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

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Enhanced Indexation based on Second-Order Stochastic Dominance

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

Portfolio Planning

Training

OptiRisk Systems offers training in optimization, risk analysis and other quantitative financial tools. We have highly experienced professionals on the teaching faculty…

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Consultancy Services

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…

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AMPLDev Cloud

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…

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Trade SES

Trade SES

Sentiment Enhanced Signals (SES) optimizes your equity portfolio composition using a powerful optimization model known as Second Order Stochastic Dominance (SSD)…

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News & Events

Strata Data Conference
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...

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CFE Network
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...

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Big Data Finance
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....

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