Analytical tools built for investment professionals.
Analytical tools built for investment professionals.
Analytical tools built for investment professionals.
Subscription-based products built on the same methodology that underpins our client engagements.
Subscription-based products built on the same methodology that underpins our client engagements.
Output: formatted report with embedded charts, ready for IC distribution
Output: formatted report with embedded charts, ready for IC distribution
Stress scenarios: 8+ historical + custom user-defined
Stress scenarios: 8+ historical + custom user-defined
Monte Carlo simulation: 10,000+ correlated paths, return distribution, percentile outcomes
Monte Carlo simulation: 10,000+ correlated paths, return distribution, percentile outcomes
Concentration flags across positions, sectors, geographies, asset classes, liquidity tiers
Concentration flags across positions, sectors, geographies, asset classes, liquidity tiers
Risk metrics: volatility, Sharpe, beta, max drawdown, VaR/CVaR (historical and parametric)
Risk metrics: volatility, Sharpe, beta, max drawdown, VaR/CVaR (historical and parametric)
Factor model: Fama-French 5-factor + momentum + low-volatility
Factor model: Fama-French 5-factor + momentum + low-volatility
Multi-asset portfolios: equities, fixed income, alternatives, cash
Multi-asset portfolios: equities, fixed income, alternatives, cash
WHAT IT COVERS
The Eigen Axis Risk Engine is a Python-based analytics system that produces a full risk report — factor decomposition, VaR and CVaR, concentration analysis, liquidity profiling, Monte Carlo simulation, and stress testing — formatted and ready for investment committee distribution.
The Eigen Axis Risk Engine is a Python-based analytics system that produces a full risk report — factor decomposition, VaR and CVaR, concentration analysis, liquidity profiling, Monte Carlo simulation, and stress testing — formatted and ready for investment committee distribution.
Risk Engine
Risk Engine
Available now · Early access
Eigen Axis is developing a suite of algorithmic trading tools — covering execution algorithms, market-making strategies, and systematic investment strategies. Designed for investment teams and trading desks that want institutional-quality algorithmic capabilities without the cost of building and maintaining an in-house quant research function.
Eigen Axis is developing a suite of algorithmic trading tools — covering execution algorithms, market-making strategies, and systematic investment strategies. Designed for investment teams and trading desks that want institutional-quality algorithmic capabilities without the cost of building and maintaining an in-house quant research function.
Trading Algorithms
Trading Algorithms
In development
Systematic investment strategies: rules-driven models across equities, fixed income, and derivatives
Systematic investment strategies: rules-driven models across equities, fixed income, and derivatives
Market-making algorithms: spread management, inventory risk, and quote optimisation
Market-making algorithms: spread management, inventory risk, and quote optimisation
Market-making algorithms: spread management, inventory risk, and quote optimisation
Execution algorithms: minimising market impact and optimising order execution across asset classes
Execution algorithms: minimising market impact and optimising order execution across asset classes
AREAS UNDER DEVELOPMENT
Scenario-conditioned allocation: how does the portfolio behave under X?
Rebalancing analysis: turnover, transaction cost impact, drift monitoring
Factor exposure targeting and neutralisation
Black-Litterman framework: ability to express your views on expected returns and blend them with the market equilibrium
Black-Litterman framework: ability to express your views on expected returns and blend them with the market equilibrium
Mean-variance and risk-parity optimisation
Mean-variance and risk-parity optimisation
CAPABILITIES PLANNED
A quantitative portfolio construction and optimisation tool — allowing investment teams to define objectives, constraints, and risk budgets, and evaluate allocation decisions against a rigorous analytical framework. Goes beyond mean-variance optimisation, incorporates multiple targets and constraints.
A quantitative portfolio construction and optimisation tool — allowing investment teams to define objectives, constraints, and risk budgets, and evaluate allocation decisions against a rigorous analytical framework. Goes beyond mean-variance optimisation, incorporates multiple targets and constraints.
Portfolio Construction Tool
Portfolio Construction Tool
In development
Interested in early access to the Risk Engine?
Interested in early access to the Risk Engine?
The platform is in active development. If you are an investment team interested in early access or a specific capability, we would like to hear from you.
Register Interest