Quantsulting · a quantum leap in quantitative consulting
  • Home
  • About
  • Services
  • Tools
  • Research
  • Links
  • Contact
  • Log in
  • Log out
  • Register
  • Update account
  • Submit Profile

  The form is not valid.

Enter your email address below and we'll send you a reset password link.

  The form is not valid.

  The form is not valid.

Enter your current password:

Language:

Birth Date:

  The form is not valid.

Language:

Birth Date:

  The form is not valid.

  • About
  • Skills
  • Education
  • Works
Function:
Institute / Center:
Short Description:
Link to your LinkedIn profile:
http://
Link to your Xing profile:
http://
Availability (# hours per week):
Picture:
Upload
Upload status:
Skill #1:
Skill #2:
Skill #3:
Skill #4:
Skill #5:
Skill #6:
Highest Degree:
Period:
Short Description:
#2 Degree:
Period:
Short Description:
#3 Degree:
Period:
Short Description about your studies:
Last Job:
Period:
Short Description:
#2 Job:
Period:
Short Description:
#3 Job:
Period:
Short Description:

  The form is not valid.

Quantsulting · your partner for quantitative-related issues

Your partner for quantitative-related issues

By applying cutting-edge research from academia to real-world problems, we can help you meet your quantitative challenges !

Contact

Quantitative Tools.

We develop fully customized quantitative solutions at very competitive prices by leveraging our collaborators' know-how and expertise.

Learn more »

Current Research.

Keep in touch with current research projects and new advances in quantitative-related areas relevant to your business !

Learn more »

Generic placeholder image

Services

Learn more about our consulting and advisory services and let your quantitative-related issues be our problem !

Learn more »

Generic placeholder image

Research

Get an overview of current research topics in which we are involved. From financial modeling to portfolio management, we cover a broad range of domains.

Learn more »

Generic placeholder image

Contact

Do not hesitate to call or send us an email if you have any request or question. Our collaborators will be pleased to help you !

Contact »

About

  • Company
  • Team
  • Collaborators

Company :


Quantsulting was founded in 2014 in collaboration with the Zurich University of Applied Sciences (ZHAW). It aims at providing a bridge between the academia and industry in quantitative-related issues. This platform brings together professionals seeking solutions to quantitative problems with experts for engagements ranging from brief consulting services to long-term projects.

Our clients will have access to the tools and prototypes developed by suscribing to a licence plan that meet their specific needs.

Quantsulting will also promote quantitative research and allow the transfer of new advances in quantitative-related matters to the industry. The strong link with market professionals will also lead us to match further research topics with clients’ needs. Our students obtain by this means a chance to acquire a first professional experience and to network with market professionals in their field.

Quantsulting allows our clients, with only a few mouse clicks, to connect with relevant experts in order to solve their problems. The last but not the least, the fees charged to the client will be very competitive, comparing to our competitors.

Our Team :


...
Marc Weibel, CEO
Founder of Quantsulting. Responsible for the acquisition and development of activities.

Profile

...
Geoffroy Rousseau, COO
Responsible for Staff monitoring, legal questions and aquisition.

Profile

...
Aleksandar Spasojevic, Development
Responsible for Development and IT.

Profile

jQuery plugin: Tablesorter 2.0 - External Filters + select2

Our Collaborators :




Find the suitable collaborator !

Collaborator Institute Skills Education Projects Picture
Collaborator Institute Skills Education Projects Picture
jQuery plugin: Tablesorter 2.0 - External Filters + select2

Our Students :




Find the suitable student !

Collaborator Institute Skills Education Projects Picture
Collaborator Institute Skills Education Projects Picture

Tools

  • Overview
  • FinRisk
  • FinDiv
  • R Packages

Online Quantitative Tools !


We developed in collaboration with the Zurich University of Applied Sciences within CTI Projects and Bachelor Theses, several tools that our clients can use by suscribing to a flexible licence plan.

We offer several possibilities:

  • Trial licence
  • One-day licence
  • Three-month licence
  • One-year licence

Manage your risks !


Risk assessment and management has become a key requirements for portfolio managers and financial advisors. Clients want to have a clear view of their portfolio's sources of risk.

FinRisk
allows our client to measure with cutting-edge modeling techniques the risk of their portfolios and to decompose it in order to see the contribution of each asset to the overall risk. This gives a valuable overview of the real risk diversification of their portfolio beyond the asset allocation.

You want to get a licence for this tool:

Contact »


Manage your diversification !


In recent years the academic world and practitioners have witnessed an increasing interest in the concept of risk parity and portfolio diversification in general. We propose here a novel approach in measuring the diversification level of a given portfolio based on the effective numbers of independent bets. We thus provide a way to precisely quantify the true contributions from uncorrelated bets, in contrast to the traditional risk parity approach.

FinDiv
gives our clients a valuable overview of the true diversification of their portfolio beyond the asset allocation.

You want to get a licence for this tool:

Contact »


Our R Packages !


We developed within our projects several R packages. Some of them can easily be downloaded from our repository.
We would also be happy to help you develop your own packages !

Current packages:

  • R2IB:    R API to the Interactive Brokers Trader Workstation (windows)

    install.packages("R2IB", repos = "http://quantsulting.ch/CRAN", type = "win.binary")

Services

  • Overview
  • Consulting
  • Advisory
  • R&D
  • Bachelor Thesis

Your partner for quantitative-related problems !


Quantsulting provides consulting, advisory services as well as Research & Development projects in quantitative finance.

We rely on cutting-edge research and advanced engineering methods to meet the real-world challenges faced by our clients. Our core expertise lies in portfolio and risk management, trading, optimization and financial modeling.

We combine an in-depth knowledge in quantitative-related areas, such as financial mathematics, statistics and financial engineering, with an extensive practical experience. Our clients benefit from high-quality services at reasonable costs.


Previous Next

Forecasting

We strive overcome some of the traditional forecasting models limitations in particular in the context of model-misspecification and applied these techniques in the area of macroeconomic forecasts as well as asset classes returns.

Our specialists will provide you with the advanced forecasting techniques !.

Contact »

Modeling

Cutting-edge mathematical models dealing with asset pricing, market movements or portfolio returns are required by the market and regulators.
To this purpose complex and adequate algorithms entailing computer simulation and avanced numerical methods are needed.

Our team of specialists will develop the suitable model that fits your needs !.

Contact »

Risk Management

Contact »



Recent financial crisis taught us that risk is more than just volatility. Correct assessment of risks within a portfolio are required. From Value-at-Risk to Expected Shortfall we can develop a customized application for risk and portfolio management purposes.

Optimization

Client needs and restrictions are complex. We can provide you with high level portfolio optimization techniques for tactical and strategic purposes.

Contact »

Trading

Trading algorithms arex complex and evolutive. Our ongoing research and developments on real-time filter techniques (DFA) will help you to get an edge over your competitors !

Contact »


Let us develop customized tools for your purposes !

Our Research and Development Projects :




Search our project database !

Name Topics Termination Clients Collaborators Picture
Name Topics Termination Clients Collaborators Picture
-->

You have a quantitative issue that may be solved within a bachelor thesis?

   Contact

Supervised Bachelor Theses :




Search our bachelor theses database !

Name Topics Termination Clients Collaborators Picture
Name Topics Termination Clients Collaborators Picture
-->

Research

  • Overview
  • Database
  • Newsletters

Overview of our research activities !


We position ourselves at the front of cutting-edge financial research with a strong focus on quantitative methods related to portfolio and risk management, trading and optimization.

This part is still under development and you are kindly encouraged to glimpse at our research papers database !

Portfolio Management Research

Risk Management Research

Trading Research

You have a question or request on of our research papers?

   Contact
jQuery plugin: Tablesorter 2.0 - External Filters + select2

Research Papers Database :




Search our research papers database !

Name Description Topics Media Date Picture
Name Description Topics Media Date Picture

Latest Newsletters

 

  • newsletter 07/2014

Links

  • Partners
  • Finance
  • Statistics
  • Miscellaneous

SOE

As one of the leading Engineering Faculties in Switzerland, the ZHAW School of Engineering emphasises topics which will be relevant in the future.
13 institutes and centres guarantee superior-quality education, research and development.

Learn more »

IDP

Understand, design and control complex systems with quantitative methods.
A team of mathematicians, engineers and computer scientists applies its competences in statistical data analysis as well as in modelling and optimization of processes and systems successfully in five research areas.

Learn more »

IWA

A team of eight specialists, headed by Prof. Dr. Peter Meier, focuses on education, research and advisory services in the area of investments, mutual funds, hedge funds, funds of hedge funds and other alternative investments such as commodities, and in financial and operational risk management.

Learn more »

Learn more »

Learn more »

Finance Links

Institutions

  • Bloomberg
  • Finance Markets
  • FinRisk <
  • Quantlib
  • Superderivatives
  • Swiss Finance Institute
  • Symmys
  • Swiss National Bank

Data

  • European Bank
  • Federal Reserve
  • Global Financial Data
  • Google Finance
  • Reuters - Markets
  • Quandl
  • World Bank Database
  • Yahoo Finance

Statistics Links

Institutions

  • Census Bureau
  • Econdata
  • FedStats
  • Statistical Portal
  • Statistisches Bundesamt
  • Swiss Federal Statistical Office
  • Swiss Journal of Statistics
  • Swiss Society of Statistics

Data

  • Unece Database
  • Unesco Database
  • ITU Statistics
  • IMF eLibrary
  • ECB - Statistical Data
  • National Center for Health Statistics
  • World Bank Statistics

Miscellaneous Links

Newspapers

  • L'Agefi
  • Bilanz
  • Financial Times
  • Handelsblatt
  • Le Temps - Economie/Finance
  • Neue Zürcher Zeitung
  • The New York Times
  • Finanz und Wirtschaft
  • Wall Street Journal

Books

  • Amazon - Bourse
  • Dictionnaire Financier
  • Finance Glossary
  • FinanzBuch Verlag
  • Finanz-Lexikon
  • Global Investor Bookshop
  • Investopedia
  • QuantLib - Quantitative Finance
  • Quantstart

Contact

Quantsulting GmbH

Gablerackerstrasse 2
8615 Wermatswil
Switzerland

Visit us at: www.quantsulting.ch
Contact:   contact@quantsulting.ch

Contact Form

Topic:

Your Message:

  The form is not valid.

  Disclaimer

  • General
  • Warranty and Liability
  • 3rd Party
  • Sollication
  • Privacy
  • Copyright
  • Law


By accessing the website of Quantsulting GmbH you agree to the present conditions. Quantsulting reserves the right to change, amend, delete or, temporarily or permanently, partly or completely, to cease the publication of these conditions as well as the website and its content at any time without notice.



While Quantsulting strives to include accurate and up-to-date information, we make no representations or warranties, expressed or implied, as to the timeliness, security, availability, accuracy or completeness of the information and the downloads provided on this website and disclaim any liability for the use of this site or any site linked to it, in particular for damages of all kinds resulting from the use of this website. All users agree that all access and use of this website and of any site linked to from this site and the information contained herein and therein are at their own risk.



This site may contain third-party information and links, which have been carefully selected at setup. Such third-party information does not necessarily represent the opinion of Quantsulting and these links are only provided for navigational convenience. Quantsulting does not express any opinion on the content of such third-party information or sites and expressly disclaims any liability or responsibility for all third-party information and the use of it.



All data on this site are without obligation and non-binding. They merely serve informational purposes and do not represent any sort of decision-making criteria for any questions, in particular for investment decisions. The information provided on this website does not constitute an offer, advertisement, invitation for action, advice or solicitation for the purchase or disposal of, trading or any transaction in any security or any other investment instrument. Investors must not rely on this information for investment decisions. Historical data as well as past performance are not indicative of future performance.



Quantsulting may monitor traffic on and to this website and collect such traffic data. These data as well as information sent to this website are not disclosed to third parties. However, they are not treated confidential and the sender renounces all copyrights.



The Quantsulting's website and data presented, including texts, pictures and layout, are, if not indicated otherwise, the property of Quantsulting. The use of this website shall not constitute any right to use the electronically transmitted data otherwise than for personal informational purposes, in particular not for commercial use. Any reproduction, retransmission or other use is strictly prohibited. Request for permission to reproduce, circulate or use the website and any data otherwise than for personal purposes should be addressed to Quantsulting.



Insofar as a legal position arises between Quantsulting GmbH and the users of the Quantsulting website, this is subject to Swiss legislation. The exclusive place of jurisdiction is Zurich.


Quantsulting · your partner for quantitative-related issues

Back to top

© 2014 Quantsulting GmbH · Disclaimer

Current Status: 'Available'

quantsulting.ch


PROFILE CARD

  • Profile
  • Education
  • Skills
  • Works
  • Projects

About me

Technical Skills

Here is an overview of my quantitative and IT skills:

Work Experience

A quick overview of my previous jobs and the corresponding expertise.

  

  

  

Portfolio

These are the projects in which I am/was involved.

  • image04

Education

Get an impression of my theoretical background in the different expertise areas.

  

  

   1992-1995

  • Valid xHTML
  • Back to Top

 

  • Print a Hard Copy

Find me on...

  • My Linkedin Profile
  • Xing