Analytical models refract market behavior into component dynamics. The nine models below are ready-to-run for immediate applications, or can be adapted for integration directly with your strategic practice. Fully custom modeling is also available for exclusive client development and use. Click left column links for further model descriptions and examples.
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Condition A implies outcome B. Or does it? DejaVu answers with objective analysis and statistical rigor. The model compiles histories, profiles outcomes, tests for significance, and estimates probabilities. |
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Fund portfolios change continuously. Portfolio Behavior Analysis tracks fund changes in returns behavior. "Moving beta" and "moving alpha" show how risk and return behave through time. |
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| TXP | TXP tracks Tech Sector exposure across mutual funds, including "TXP Slope," showing what those with the most successful Tech tactics are doing. |
| Bond-X | The Bond-X model tracks fixed income exposure across bond funds, showing how the most successful bond timers are positioned relative to others. |
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Stylus is a returns-based style model, but with remarkable fidelity and recency. |
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X-Risk represents latent danger of extreme returns; outsize shocks and anomalies. Check this link for fund disasters that might have been avoided. |
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Carpenter's Portfolio optimization model. Optimo is available for application in project assignments. |
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Market behavior changes continually. Part-It scans for significant change points, partitioning time spans for maximum separation. |
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Some stocks exhibit price reversion. Others show trend extension. VaR/X quantifies Reversion/ Extension behavior, showing where momentum or reversal is the better bet. |
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The Zeta model generates "weightless" market indexes. Truly weightless composites (not just "unweighted") trace common trend elements independent of style, size and volatility. |
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Cortex is a Neural Net model for analysis of non-linear relationships. |
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For further information on any of these, use the checklist below, or at the master list of Analytix Services. For fully customized modeling projects, click on Contact and leave a message. Or call directly any time, at (603) 643-6430. |
