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.

Bayesian Ertragsanalyse von strukturbruchbereinigten dynamischen Prozessen

OpenMetrics

Apr 21, 2019
1 min

Bayesian Ertragsanalyse von strukturbruchbereinigten dynamischen Prozessen

In der Zeit vom 1. September 2012 bis 31. August 2013 wurde im Rahmen eines Dissertationsvorhabens an der ETH Zürich zum Thema „Analyse...

New Directions in Active Portfolio Management

OpenMetrics

Apr 21, 2019
2 min

New Directions in Active Portfolio Management

Stability Analytics - Risk Parity - Rating & Ranking - Geometric Shape Factors Modern Portfolio Theory founded by Harry Markowitz [1952]...

OpenMetrics

Apr 21, 2019
1 min

Disaggregation of Financial Market Data

Swiss Stocks, Bonds, Bills and Inflation Benchmarks for 1925 – 2010 The composition of historical economic and financial data for...

Financial Risk Monitoring by Control Strategies

OpenMetrics

Apr 21, 2019
1 min

Financial Risk Monitoring by Control Strategies

In this article we give a brief overview and examples on enhanced risk monitoring using recent developed stability control strategies....

NZZ Publikation - Stabile Portfolios in Krisenzeiten

OpenMetrics

Apr 21, 2019
1 min

NZZ Publikation - Stabile Portfolios in Krisenzeiten

Investitionen auf der Diversifikationslinie als alternatives Portfolio-Paradigma In der modernen Portfoliotheorie nach Markowitz liegen...

OpenMetrics

Apr 21, 2019
1 min

Stability Parity Indexed Investments

Ein alternativer Ansatz für eine risiko‐averse Vermögensverwaltung Der Trend hin zu selektiven paritätisch gewichteten Indizes, Funds...

OpenMetrics

Apr 21, 2019
1 min

Stabile Portfolios in Krisenzeiten

Die am besten diversifizierten Portfolios liegen nicht auf der effizienzsondern auf der Diversifikationslinie. Sie wird...

Stability Analytics of Vulnerabilities in Financial Time Series

OpenMetrics

Apr 21, 2019
1 min

Stability Analytics of Vulnerabilities in Financial Time Series

In this article we give a brief overview to the recently introduced stability analytics to analyze and quantify vulnerabilities in...

OpenMetrics

Apr 21, 2019
1 min

Bitcoin…a Reasonable Asset Class?

If managed properly... In this short paper, we analyze the properties of Bitcoin in comparison to other asset classes from an investor...

OpenMetrics

Apr 21, 2019
1 min

Managed Commodities

Dynamic Risk-Overlays for Commodity Investments Commodities are an important asset class and, in many cases, a relevant component within...

OpenMetrics

Apr 21, 2019
1 min

Holistic Investment Management

A Systematic Approach for Managing Complex Portfolios Managing complex portfolios can be a daunting task and is typically very time...

OpenMetrics

Apr 21, 2019
1 min

Stabilize your Investments

Dynamic Overlay Technology from OpenMetrics Basically, all investment managers seek to actively protect their investments against...

Dynamic Currency Hedging – Proof of Concept

OpenMetrics

Apr 21, 2019
1 min

Dynamic Currency Hedging – Proof of Concept

Sample Use Case for a FX Portfolio With a global scope of investment activities the involved currency risks for larger portfolios can be...

OpenMetrics

Apr 21, 2019
1 min

“Don’t Panic” - Part II

Practical aspects - on how to navigate through choppy financial markets In our last short paper on “How to navigate choppy financial...

OpenMetrics

Apr 21, 2019
1 min

“Don’t Panic”

Or, how to navigate through choppy financial markets Optimism vs. Pessimism Currently, the media is full of different views about an...

private banking magazin - Bayessche Stabilitätsanalyse

OpenMetrics

Apr 21, 2019
1 min

private banking magazin - Bayessche Stabilitätsanalyse

Hinweise auf Finanzkrisen zuverlässig erkennen Um sich gegen Krisen zu wappnen, kombinieren viele Anleger verschiedene Indikatoren mit...

OpenMetrics

Apr 21, 2019
1 min

private banking magazin - Digital Eye

Wie Bilderkennungsverfahren bei der Portfoliosteuerung helfen können Für institutionelle Investoren ist eine optimale Steuerung ihrer...

A Mathematical Approach to Risk Hedging That Works

OpenMetrics

Apr 21, 2019
1 min

A Mathematical Approach to Risk Hedging That Works

Article in PULSE ONLINE (STOXX Digital) Statistical analysis and probability theory have long focused on the problem of trying to detect...

OpenMetrics

Apr 20, 2019
6 min

Drawdown Killer

Translation from article about OpenMetrics Solutions LLC in www.institutional-money.com (as of March 2018) A risk analysis and management...

OpenMetrics

Apr 20, 2019
1 min

Press Release - 07.02.2018

OpenMetrics Solutions, Zurich – Swiss precision watchmaking for the financial markets Zurich, 7 February 2018 – OpenMetrics Solutions...