Blog | OpenMetrics Solutions

Research & Publications

Driven by our academic spirit, we strive for maximum transparency about our technology and the added-value we can generate for our clients. Therefore, we regularly publish relevant use cases and background information on our projects.

You may find useful insights in the context of applied risk and portfolio management and latest research.

Can Computers Beat Star Investors? Case I: Warren Buffet

OpenMetrics

Jun 26, 2019
2 min

Can Computers Beat Star Investors? Case I: Warren Buffet

The initial purpose of this analysis was to explore if a long-only, active strategy based on a benchmark index would be able to match...

OpenMetrics

Jun 17, 2019
1 min

New Article in the HEDGEWORK Magazine

„Ein neuer, systematischer Ansatz zur Früherkennung von Finanzmarktkrisen“ „A new, systematic approach for the early detection of...

OpenMetrics

Jun 14, 2019
1 min

Protected Global Bonds

Combining advanced risk management with fixed income products Most of the risk management focus is typically set on “risky” assets like...

Family Offices and Listed Equity Exposure

OpenMetrics

Jun 3, 2019
1 min

Family Offices and Listed Equity Exposure

Capital Protection Technology from OpenMetrics Many Family office pursue a "conviction-based" investment approach across several asset...

OpenMetrics

May 21, 2019
1 min

OpenMetrics Solutions Joined the Swisscom - Swiss FinTech Startup Map, May 2019

OpenMetrics Solutions LLC has been included in the Swisscom Swiss FinTech - Startup Map. We are very proud of joining the very active...

“Safety on Board” - How to Protect Equity Portfolios with Risk Signals Based on BCP Models

OpenMetrics

May 6, 2019
1 min

“Safety on Board” - How to Protect Equity Portfolios with Risk Signals Based on BCP Models

Financial Markets Use Case #01 – April 2018 This paper is part of a series of OpenMetrics Solutions use cases, which we publish...

OpenMetrics

Apr 23, 2019
1 min

Measuring Financial Markets Stability

A new, systematic approach for the early detection of financial market crises The effects of the last major financial market crisis in...

Introduction of the SBX - Structural Break Index®

OpenMetrics

Apr 23, 2019
1 min

Introduction of the SBX - Structural Break Index®

The third dimension for measuring financial markets OpenMetrics Solutions LLC5 has introduced a completely new approach to measure regime...

Using R in a productive asset management environment

OpenMetrics

Apr 22, 2019
1 min

Using R in a productive asset management environment

The goal of this presentation is to describe how we use R in our business in a productive way to advise our clients on how to manage...

Stable Portfolio Design using Bayesian Change Point Models and Geometric Shape Factors

OpenMetrics

Apr 22, 2019
1 min

Stable Portfolio Design using Bayesian Change Point Models and Geometric Shape Factors

The goal of this thesis is to design mathematical algorithms that propose the weights of a portfolio examining the current market...

Marktvertrauen, Marktpräsenz und Vertrauenszyklen

OpenMetrics

Apr 22, 2019
1 min

Marktvertrauen, Marktpräsenz und Vertrauenszyklen

Drei neue Bayes’sche Finanzmarktindikatoren Dieser Artikel stellt drei neue finanzmarktanalytische Indikatoren vor: Marktvertrauen,...

OpenMetrics

Apr 22, 2019
1 min

Die Bund Future Korrektur im May 2015

Eine retrospektive Analyse Die Marktteilnehmer des Euro Bund Futures, ISIN DE0009652644 / WKN 965264 standen im April und Mai 2015 unter...

OpenMetrics

Apr 22, 2019
1 min

Screening for Stable Funds

A Bayesian Rating and Ranking Approach In this article we present a case study of rating and ranking selected investments from the...

OpenMetrics

Apr 22, 2019
1 min

Good Investments are Stable

Analysis of Dynamical Asset Allocation Strategies In this article we present a new rating approach. We measure and valuate the stability...

Size and Style Variability of Stability Filtrations

OpenMetrics

Apr 22, 2019
1 min

Size and Style Variability of Stability Filtrations

A Country and Regional Stock Market Study In finance stability indicators are designed to measure and predict the dynamical behaviour of...

OpenMetrics

Apr 22, 2019
1 min

Der SNB Entscheid zum Euro-Franken Kurs

Eine retrospektive Analyse In der Finanzwelt dienen Indikatoren dazu, Strategien zu analysieren und Entscheide zu unterstutzen. Die...

OpenMetrics

Apr 22, 2019
1 min

Downdraft Hedging

Dynamic Wealth Protection for Equity/Bond Investments In this article we analyse two dynamically allocated U.S. equity/bond indices....

OpenMetrics

Apr 22, 2019
1 min

Bayesian Stability Filtrations

Indicators, Signal Strengths and Position Thresholds In this report we describe financial indicators, signal strength, and position...

OpenMetrics

Apr 21, 2019
1 min

’timeSeries’ R Package Vignette

Plotting ’timeSeries’ Objects The Rmetrics timeDate and timeSeries packages are workhorses to deal with chronological objects. Since...

OpenMetrics

Apr 21, 2019
1 min

Bayes’sche Investment Strategie

Stabilitätsanalyse des Swiss Performance Indexes “Bayes’sche Statistik” und “Markov Chain Monte Carlo”Methoden sind zwei mächtige...