“Size Does Matter – Back to Market Cap”

A case study for the German Equity Market

This use case “Size Does Matter – Back to Market Cap” explores the potential of applying advanced risk management technology to different market cap segments of the German Equity market.

Due to the long data history as well as the availability of tradeable instruments, we chose the three indices from the DAX index family: DAX®, MDAX® & SDAX®.

All methodologies used, are based on academic research and generally available on public domain. However, the implementations of the advanced risk management algorithms are intellectual property of OpenMetrics Solutions LLC and are available through SaaS (Software as a Service).

The current study has been produced independently by OpenMetrics Solutions without any remuneration by an external party. The data for the selected indices is all publicly available.

You can download the paper here: