Quantsulting · a quantum leap in quantitative consulting
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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 !

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Quantitative Tools.

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

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Current Research.

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

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Services

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

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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.

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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 !

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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.

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

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Our Collaborators :

  • Project Name
  • Project Name
  • Project Name



Find the suitable collaborator !

Collaborator Institute Skills Education Projects Picture
Collaborator Institute Skills Education Projects Picture
Marc WeibelQuantsulting GmbHTrading Optimization Financial Modeling R Forecasting HTML PhD in Mathematics PhD Thesis: Fast ScenarioBased Optimal Control for Stochastic Portfolio Optimization with Application to a LargeScale Portfolio.Advanced Certificate in Risk and Portfolio Management Oneweek intensive lectures in New York given by Attilio Meucci. The certificate was a hour exam on subjects related to quantitative finance.MAS Quantitative Finance, University of Geneva Master of Advanced Studies in Economics and Finance with a strong focus on quantitative methods, statistics and option pricing.Msc. Economics, University of Neuchatel Master of Sciences in Economics, with a major in Finance.MultiFactor Model and Non normal Returns; Trading Strategies based on RepRisk Indices; Cash Flows based Simulation Tool for Private Clients; Environmental, Social and Governance Risk and Supply Chain ; Stress Testing Model for Reinforcement of Risk Management; Portfolio Diversification based on Assets Risk Drivers with the help of Principal Component Analysis; Maximum Portfolio Diversification Based on Optimized Uncorrelated Factors; Trading Strategies relying on Options Markets Information; Project Name
Geoffroy RousseauQuantsulting GmbHAdministration Law Accounting Staff Monitoring Management Marketing BA in Law, University of Paris Bachelor in Law: labour law, business law, civil law specialities. IUFM Bachelor of EducationBA Social Sciences, University of FrancheComté Bachelor in Humanities and Social Sciences : History and Geography specialities.Project Name
Aleksandar SpasojevicQuantsulting GmbHR Matlab Java Financial Modeling Forecasting Data Analysis Bsc. Engineering and Management, ZHAW Bachelor thesis written on Pattern Recognition by Trendline Strategy.Use of Direct Filter Approach to draw trend lines AG, DietikonCash Flows based Simulation Tool for Private Clients; Project Name
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Our Students :

  • Project Name



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:

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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:

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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.


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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 !.

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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 !.

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Risk Management

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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.

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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 !

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Let us develop customized tools for your purposes !

Our Research and Development Projects :

  • Project Name
  • Project Name
  • Project Name



Search our project database !

Name Topics Termination Clients Collaborators Picture
Name Topics Termination Clients Collaborators Picture
Multi-Factor Model and Non normal ReturnsPortfolio Management; Optimization; Copula; Ghyp; risk attribution31.12.2013Complementa; ZKB; PK Stadt ZuerichMarc Weibel; Nils Bundi; Wolfgang BreymannMulti-Factor
Cash Flows based Simulation Tool for Private Clientscash flows; portfolio management, stress test, scenarios2013-11-30ENISO Partners AGMarc Weibel; Aleksandar Spasojevic; Nils Bundi; Wolfgang Breymann; Aleksandar SpasojevicCash
Environmental, Social and Governance Risk and Supply Chain (ESG SC)supply chain; reputation; indicators; responsibility2015-06-30RepRisk AGMarc Weibel; Andreas Hausmann; Peter Meier; Andreas RuckstuhlEnvironmental,
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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
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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
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Research Papers Database :

  • Project Name
  • Project Name



Search our research papers database !

Name Description Topics Media Date Picture
Name Description Topics Media Date Picture
Risk & Portfolio Construction: From sub-optimal to optimalThe authors show that optimising for expected shortfall and the Sharpe-Omega ratio can improve risk-adjusted returns from traditional assets and core-satellite portfolios that integrate alternative investmentsportfolio optimization; risk; risk parity; alternativesIPE Investment & Pensions Europe2013-06-03Risk
Measuring Alpha and Risk of Funds of Hedge Funds with a 17-Factor Model Models that analyse the returns of actively managed portfolios have to deal with a broad set of financial assets and with various investment strategies. The 17-factor model of hedgegate captures three important return characteristics as the classic beta exposures, strategy related return contributions and value creation (alpha) of asset managers.alternatives; multi-factor model; return analysisDiscussion Paper2012-08-31Measuring

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 »

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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

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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.


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