WE publish technical reports of our internal research and research with our alternative data providers. Once the preliminary investigations are over they are published as Whitepapers. A few such Whitepapers are in the pipeline, and the research findings will be presented in our forthcoming Finance conferences.
Read our newly published paper on:
Title: Construction of Asset Filter Based on Analyst Recommendations
The recommendation of financial analysts plays an important role in making investment decisions. The method of constructing a portfolio using such recommendations does not rely on quantitative models instead it relies on research of the analysts and their qualitative views. We explore paradigms of modelling whereby the qualitative research outputs of the analysts are introduced in quantitative models of portfolio construction. Read more……….
Key Words: Analyst Recommendations; Filters; NIFTY50 Index
AML Family of Products
Our in-house optimization modelling product AMPLDev, incorporates Linear Programming, Integer Programming and Stochastic Programming modelling features. We updated AMPLDevSP making it compatible with high-dpi displays. We have started testing a new version, a major revision based on AMPL API, which will include data modelling and a visualization tool. A beta version will be made available soon.
OptiRisk Systems is a partner of AMPL Optimization and also a contractor for the support and maintenance of AMPL IDE. The recent development of AMPL IDE includes major upgrades in the underneath platform. Many performance improvements and bugfixes are addressed for the next major release.
OptiRisk, in partnership with AMPL Optimization, is maintaining and enhancing six API for AMPL, enabling access of all AMPL features from C++, Java, .NET, Matlab, R and Python
On-Line Tread Profile Measurement System (OptiRisk India)
OptiRisk India was part of developing an Industry 4.0 application - On-Line Tread Profile Measurement System - for a leading tyre manufacturer. The System was developed with the concept of Smart Factory that makes the industrial production entirely automated & interconnected.
The On-line Tread Profile (OTP) measurement System is responsible for capturing the tyre tread data from the sensor and camera placed in the Production unit, processing the data and storing it in the Database. The captured data will be analyzed and displayed in a tabular format and as a graphical representation for each Tread. The Tread data that do not match the Design criteria will be highlighted in the Report & the user will be alerted. A Fault tolerant Network Topology is implemented to avoid Single point of Failure.