Quantitative Solutions is a bureau service supplying outsourced quantitative analysis to institutional investment management and financial planning firms.
Investment management
Our reports are tailored to your investment process and include:
- Portfolio risk analysis
- Factor models
- Screens
- Performance analysis
- Portfolio construction models
- Valuation models
- Stress testing
- Any other analysis that is required for your investment process
Our fee is $5,000 per month per investment team. This includes all the reports and models necessary for your investment process, issued weekly.
Ad-hoc analysis tasks will be billed at our hourly rate.
Financial planning
For financial planning firms we primarily supply performance analysis of equities portfolios.
We can supply portfolio performance and attribution (key stock positives and negatives).
Our fee depends on the number of portfolios that you need reporting on each month.
Overflow workload solutions
If you have a special project, or simply a higher-than-normal workload that your staff cannot handle then we can assist with any tasks related to investment management firms.
Our point of difference is our in-house software product, IDIS
IDIS is a software tool with functions for active investment and risk control.
IDIS’ features include:
- Screens, such as Quality, ESG etc.
- Factor models such as Growth, Value, Quality etc.
- A Single Security report with broker forecasts, portfolio holdings, correlation to risk parameters such as the 10 year bold yield, AUD/USD exchange rate, Dividend Discount Model valuation etc.
- Valuation models: Dividend Discount, Earnings Discount/NPV.
- Facility to define multiple analyst ratings, such as a rating from 1 to 10 for company quality, ESG, etc.
- A Modern Portfolio Theory (Markowitz) risk model. This includes portfolio risk, tracking error, security contribution to risk etc.
- Portfolio Analysis report: security/sector exposures, security contribution to portfolio risk.
- Portfolio Construction model.
- A Mean-Variance portfolio optimiser with constraints.
- Portfolio Holdings report and dealing reports.
- A built-in macro language.
“Mark is the founder and CEO of Quantitative Solutions.
Mark has had a 30 year career in software development, Investment Management and Financial Services.
From 1997 to 2001 he was the Portfolio Manager (Quantitative) on the Australian Equities investment desk at National Australia Asset Management, the then funds management arm of the National Australia Bank.
Mark’s qualifications include an undergraduate degree in Computer Science and Applied Mathematics, and a Masters of Applied Finance (Macquarie University)”.
Mark McIlroy
Founder and CEO