Custom Development Programs On-Demand: Risk Models
Every client is unique, each with distinct requirements that demand individualized attention. That's why ABC Quant provides an on-demand custom development program, catering to any request — whether it's developing intricate risk models or making simple feature enhancements. As part of our commitment, the custom development program is offered as a complimentary service in all Risk Shell Ultimate editions.
Key Benefits
- Save costs on your own in-house development.
- Easily implement and test your concepts.
- Build a custom-tailored environment for your unique needs.
- Profit from continuous enhancements of Risk Shell.
Key Features
- Fast turnaround of 17 days on average.
- Proprietary models' protection.
- Handling any project complexity.
- Rigorous testing phase.
Past Development Examples
- Developing portfolio management audit system.
- Developing a master-feeder portfolio structure to maintain multiple master portfolios.
- Creating proprietary risk statistics based on historical stress tests.
- Creating a recording component to save and retrieve end-user actions.
- Creating a combination of correlation heat maps with rolling correlation charts on mouse-over.
- Creating a derivatives back-testing component to assess the impact of derivatives on multi-asset portfolios.
- Developing stress test constraints for portfolio optimization to incorporate RiskMetrics stress test results.
- Adapting the Calmar Ratio statistic to evaluate instruments with zero Maximum Drawdown.
- Developing a text converter for copying and pasting Adobe .pdf tables into Risk Shell.
- Developing the Return Adjustment Framework to maintain multiple return series for a single instrument.
- Creating a system to seamlessly import AIMA due diligence questionnaires into Risk Shell CRM.
