Relative Risk       

  About

Relative Analytica Limited was founded in 2015. We have predecessors that were developed and road-tested in a live environment. The Risk Models began on a Statistical Arbitrage desk at Dresdner Kleinwort in 2004, and continued at HSBC, both in the investment banking, and the asset management, divisions. The Risk Models have been used for modelling Global Equities, Exchange Rates, Interest Rate Futures and Commodities.

Mission

To inspire integration of segmented equity risk models.

Our Belief

We believe that financial markets are segmented, and require different models at different levels. Our multilevel integrated risk models create structural links between the segmented equity, and currency, risk models. This approach allows finer granularity with increased depth for modelling the structural relationships both within and across market segments. The risk models are supported with an enterprise portfolio and risk management system, which can be used either on-premise or online.

Key features of our company

Relative Analytica

Relative Analytica, London, is a provider of multifactor risk models and a developer of Relative Risk, an enterprise portfolio and risk management system.

Relative Risk®

Relative Risk® is an enterprise portfolio and risk management system that can be used either on-premise or online.

Statistical Risk Models

Our multifactor risk models are built with robust statistical models.

Multilevel Risk Models

Multilevel integrated risk models are built with a multilevel-integrated statistical factor approach for global equities and over 150 currencies.