Risk Models

Sapiat offers a comprehensive library of state-of the-art factor models for risk forecasting, portfolio construction, attribution and allocation.  Sapiat’s unique approach marries big-data analytics with machine learning to estimate the most significant models from the markets.

·      Multi-asset class, Multi-horizon

·      Statistical Factors

·      Macroeconomic, Fundamental and User-defined interpretation

·      Rapid Forecast Updating (for short horizons)

·      Regime Conditioning

·      Factor strategy modeling


Ongoing Factor Model R&D

·      Macroeconomic factor mapping

·      Incorporation of alternative (non-market / non-financial) data

·      Non-linear factor estimation

·      Discovery of faint / fleeting systematic factors using machine learning


Client Delivery

·      Via API

·      Via Appliance (on-site)

·      Via Installed Application (on-site)

·      Via Managed Services