APT
APT delivers flexible and reliable market risk models, software tools and applications and related professional services to the international investment management industry. APT’s products facilitate a clearer understanding of the dynamics of risk and allow for asset allocation, performance analysis and risk decomposition of investments for a multitude of asset classes.
- Risk models utilize Arbitrage Pricing Theory that remains accurate under changing market conditions
- APT combines industry-standard statistical factorization techniques and proprietary extensions to carefully assemble and test all market models
- Analytics help facilitate the measurement and forecast of risk, portfolio construction/optimization and regulatory compliance
Watch a clip from BBC's Newsnight featuring Dr. Laurence Wormald, SunGard APT
What We Offer