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News
February 01, 2010: QED Financial Systems, based in Marlton, New Jersey, and Quantal
International Inc., based in San Francisco, California, today announced the creation
of strategic joint venture. Quantal's portfolio analysis including multifactor risk
modeling, value at risk (VaR), performance measurement, dynamic attribution analysis,
and portfolio planning will be seamlessly integrated for QED clients and the broader
financial market as single hosted solution. Please
click here for more details.
January 08, 2010: Quantal Lighthouse Solutions provides cutting-edge risk management,
portfolio optimization and trade execution solutions to Lighthouse trade clients.
The solutions combine the strengths of Quantal International in investement
R&D and custom applications with Lighthouse's rapidly growing and innovative
trading services. Please
click here for more details.
January 12, 2009: Quantal International, Inc. a leading provider of risk analytics solutions for global institutional investors, today announced the signing of a definitive agreement to acquire Bullrun Financial, a leading provider of performance measurement and attribution analytics. Acquisition combines performance and risk management analytics capabilities to address rapidly changing financial environment. For details, please click here.
September 23, 2008: "Latest Innovations in Portfolio Risk Management" - Thomson Reuters hosted its latest RISK MANAGEMENT Forum at the 30th Floor Conference center at the Thomson Reuters headquarters in Times Square. For more details, please click here.
February 5, 2007: Global Investment Technology newsletter reviews Quantal PRO. "Quantal Models Economic Effects on Securities Pricing".
For details, please click here
July 14, 2006: Terry Marsh gave a presentation “Can SRI lead to CSR?" (joint with Keiko Negishi) at the Symposium on Corporate Responsibility and Global Business" at the London Business School.
To view the presentation, please click here
April 10, 2006: Paul Pfleiderer gave a lecture on “The ‘Wall Street Walk’ as a form of Shareholder Activism” at the 1st Annual American Investment seminar, Duke University, April 10, 2006. To view the presentation, please click here
Terry Marsh made a presentation on “The Relation between Fixed Income and Equity Return Factors” at the JOIM Conference Series, Spring 2006, San Francisco, March 27, 2006. The presentation discusses some of the research and modeling behind the forthcoming addition of global term structure to the Quantal PRO risk model.
March 15, 2006: Quantal and Bullrun Financial announce that they will integrate Quantal PRO portfolio risk and optimization features with Bullrun’s attribution and portfolio handling capabilities.
February 28, 2006: Quantal portfolio risk engine available on Impact Investing’s Impact 2.2 Release. For details, go to www.impactinvesting.com
Terry Marsh presented a lecture “Equity Market Neutral Hedge Funds” at the Gutman Center Symposium on Hedge Funds, University of Vienna, Monday, November 29, 2004.
Larry Tint appeared on the Panel “Perspectives on Portfolio Risk” at Factset’s Portfolio Analytics conference in Miami, FL, Friday November 12.
Paul Pfleiderer delivered a talk on “Portfolio Profit and Protection Procedures: From Research to Useful Ideas” at Factset’s Portfolio Analytics conference in Miami, FL, Thursday November 11.
Terry Marsh presented a talk “Assessing Credit Risk for Commercial Real Estate-Backed Debt” at the 17th Annual Investment Seminar, Emmanuel College, Cambridge University, September 15, 2004.
Terry Marsh presented a talk “Investing in Hedge Funds” at the MPT Forum, Tokyo, April 8, 2004.
Terry Marsh spoke on the “Value of Hedge Funds in Optimizing Portfolios” at the Hedge Fund Seminar, Office of the New York City Comptroller, September 23, 2003.
David Tien presented the paper “Decomposing Factor Exposures for Equity Portfolios” at the 16th Annual Investment Seminar, Oxford University, September 2003.
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02.01.2010
QED Financial Systems, based in Marlton, New Jersey, and Quantal
International, Inc. based in San Francisco, California, today announced
the creation of strategic joint venture. Quantal's portfolio analysis including
multifactor risk modeling, value at risk (VaR), performance measurement, dynamic
attribution analysis, and portfolio planning will be seamlessly integrated for QED
clients and the broader financial market as single hosted solution. Please
click here for more details.
|
08.01.2010
Quantal Lighthouse Solutions provides cutting-edge risk management,
portfolio optimization and trade execution solutions to Lighthouse trade clients.
The solutions combine the strengths of Quantal International
in investement R&D and custom applications with Lighthouse's rapidly growing
and innovative trading services. Please
click here for more details.
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