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Articles tagged with: Risk

17 October 2017

PortfolioScience to Sponsor 2017 Eze Advance

We are pleased to announce that PortfolioScience will once again be sponsoring the Eze Software Group's Client Conference.

From the conference website:

 

Eze Advance is the industry’s premier investment management conference, offering 3 days of engaging industry discussions, product training, and networking in a luxurious setting. With more than 25 sessions across 4 tracks, we’ll have something for everyone.

 

The conference agenda can be found here

24 February 2016

Increasing US Equity Market Exposure to Oil

For many equity markets so far this year, one of the single biggest drivers of performance has been the sharp declines in the price of crude oil as well as the sharp increase in oil volatility. With oil moves in excess of 5% now a regular occurrence, you'd be forgiven for suspecting that nearly every passing dramatic high or low open, for the US Equity market at least, has been dictated by whether or not oil has crashed below or recovered above the now all-important $30 level.

The chart below demonstrates that any such suspicion is entirely well-founded.

The chart shows a clear up-trend in US equity market correlation to WTI crude. A very clear conclusion to draw from this from both a portfolio and a risk management perspective is the that the importance of oil prices as an equity risk factor, at least for now, cannot be understated.

All calculations are as of 2/23/2016, executed on 1-year of daily data.

The results above were calculated using The RiskAPI Add-In, our unique software client which allows fund managers to access a whole spectrum of on-demand portfolio risk analysis calculations.

23 February 2016

PortfolioScience Sponsoring the 2016 EzeSoft Client Conference

We are pleased to announce that PortfolioScience will once again be sponsoring the Eze Software Group's Client Conference.

From the conference website:

 

Eze Software Group is excited to announce our next global conference will be held March 6-9, 2016 at the Diplomat Resort & Spa in Hollywood, Florida. Join your industry peers for 3 days of engaging content, multiple networking and social events, and warm weather!

Our 2016 conference will be bigger and better. We’re adding more industry and client speakers, more hands-on training, and a broader focus of industry topics. With multiple tracks over the course of the event, we’ll have something for everyone – regardless of your role.

 

The conference agenda can be found here: http://ezesoftconference.com/agenda/

Be sure to also join our Chief Executive Ittai Korin for the panel on risk:

Come hear our risk strategy product manager and a leading industry expert share best practices for managing risk and maintaining performance. They will discuss a variety of topics, such as how the frequency of making risk decisions must align with Alpha decisions, risk management within the portfolio management process, and how to manage risk in tumultuous markets.

Date: Monday the 7th
Time: 9:45am – 10:45am
Location: Atlantic Ballroom 2

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