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Our Blog 2021-05-19T06:33:59+00:00

Asset Allocation using Stochastic Dominance

Portfolio Construction and Asset Allocation
Stochastic Dominance has been applied in the domain of finance for several decades. It is most commonly applied in investment and the economics of uncertainty (e.g., portfolio diversification, defining risk, estimating bankruptcy risk, capital structure, and determining option’s price bounds).

19 November 2021|Blog|

Our Award-Winning Research Paper

OptiRisk is proud to announce that our research paper – “Forecasting crude oil futures prices using global macroeconomic news sentiment” is awarded the “Best Paper in 2020” by the IMA Journal of Management Mathematics. The paper is on our research on a modelling approach that employs global macroeconomic news sentiment to predict stock volatility or futures prices of crude oil.

17 December 2020|Blog|

OptiRisk Online Events 2020: From COVID-19 to AI, ML & Sentiment Analysis

All aspects of our lives: political, economic, social and technological (PEST) have been adversely affected by COVID-19. The impact on financial markets has been unprecedented and much more than any other major financial crises the global financial community has ever witnessed.

21 September 2020|Blog|

Asset Allocation Strategies: Enhanced by News

Traders and quantitative fund managers are always in the hunt for asset allocation strategies for trading and/or portfolio rebalancing. Their aim is to find the best absolute return or alpha. OptiRisk Systems has reported research results of enhancing asset allocation strategies with news sentiment.

24 July 2020|Blog|

About Sentiment Enhanced Signals: SES™

OptiRisk’s proprietary stock trading signals product. The investment industry manages funds in excess of $60tn globally. Passive fund management has seen an accelerated growth. Whereas managers of 'Active' funds seek to deliver a return in excess of a given market (index) and charge fees of 0.3- 1.0% per annum;

4 March 2020|Blog|

Presenting our latest edition of the OptiRisk #newsletter..
Give it a read if you want to learn more about our new #strategies, upcoming #events, #trainings, #research, #trading predictions, #whitepapers and much more...


Team OptiRisk would like to wish everyone Merry Christmas!
We wish you a very Happy Holiday season and a peaceful and prosperous New Year.
#MerryChristmasEve #HappyNewYear #HappyHolidays

We are happy to announce that the main themes of our November conference are the following:
1. Rise of #SRI and #ESG in the investment industry
2. #Derivatives and #VIX
3. #AlternativeData
4. Fixed Income, Credit Scoring and Insurance

Follow us to get more information👍

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