Quantitative Solutions is a bureau service supplying outsourced quantitative analysis to institutional investment management firms.
Our reports are tailored to your investment process and include:
- Portfolio risk analysis
- Factor models
- Screens
- Performance analysis
- Portfolio construction models
- Valuation models
Our fee is $3,500 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.
Free tier
We offer a free tier to our bureau service that includes reports issued monthly.
This includes:
- Portfolio Analysis reports for up to two portfolios per organisation
- Portfolio Risk reports for up to two portfolios per organisation
- A factor model or screen of your choice (value, growth, quality etc)
The only limitation of this service is that you will need to supply the data required for the analysis as the free tier does not include provision for data feeds.
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