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Average Ratings 0 Ratings

Total
ease
features
design
support

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Write a Review

Description

The Large-Scale Optimizer™ is a collaborative creation by Michael Best, who is a Professor Emeritus in the Department of Combinatorics and Optimization at the University of Waterloo, and Jivendra Kale, the President of Financiometrics Inc. This remarkable quadratic optimizer is designed for the swift construction of long-only, long-short, and market-neutral portfolios that can encompass thousands of assets, allowing for effective risk management in relation to a standard or benchmark portfolio. Additionally, it serves as a tool for asset allocation that employs Markowitz mean-variance analysis principles. This version of the Large-Scale Optimizer™ is an unrestricted edition that can be acquired either as an application or as a subroutine library that can be integrated into your software. Utilizing an advanced active set method, which has been further refined through the implementation of penalty function techniques, the Large-Scale Optimizer™ achieves significant speed enhancements to ensure the attainment of a true global optimal solution for extensive, real-world portfolio optimization challenges, even when variable transaction costs are present. This unique capability makes it an essential tool for financial analysts and portfolio managers seeking to optimize their investment strategies efficiently.

Description

Quadratic empowers your team to collaborate on data analysis, resulting in quicker outcomes. While you may already be familiar with spreadsheet usage, the capabilities offered by Quadratic are unprecedented. It fluently integrates Formulas and Python, with SQL and JavaScript support on the horizon. Utilize the programming languages that you and your colleagues are comfortable with. Unlike single-line formulas that can be difficult to decipher, Quadratic allows you to elaborate your formulas across multiple lines for clarity. The platform conveniently includes support for Python libraries, enabling you to incorporate the latest open-source tools seamlessly into your spreadsheets. The last executed code is automatically returned to the spreadsheet, and it accommodates raw values, 1/2D arrays, and Pandas DataFrames as standard. You can effortlessly retrieve data from an external API, with automatic updates reflected in Quadratic's cells. The interface allows for smooth navigation, permitting you to zoom out for an overview or zoom in to examine specifics. You can organize and traverse your data in a manner that aligns with your thought process, rather than conforming to the constraints imposed by traditional tools. This flexibility enhances not only productivity but also fosters a more intuitive approach to data management.

API Access

Has API No 

API Access

Has API Yes 

Screenshots View All

Screenshots View All

Integrations

JavaScript No 
Python No 
SQL No 

Integrations

JavaScript Yes 
Python Yes 
SQL Yes 

Pricing Details

No price information available.
Free Trial No 
Free Version No 

Pricing Details

No price information available.
Free Trial No 
Free Version No 

Deployment

Web-Based No 
On-Premises No 
iPhone App No 
iPad App No 
Android App No 
Windows Yes 
Mac No 
Linux No 
Chromebook No 

Deployment

Web-Based Yes 
On-Premises No 
iPhone App No 
iPad App No 
Android App No 
Windows No 
Mac No 
Linux No 
Chromebook No 

Customer Support

Business Hours Yes 
Live Rep (24/7) No 
Online Support Yes 

Customer Support

Business Hours No 
Live Rep (24/7) No 
Online Support Yes 

Types of Training

Training Docs No 
Webinars No 
Live Training (Online) No 
In Person No 

Types of Training

Training Docs Yes 
Webinars No 
Live Training (Online) No 
In Person No 

Vendor Details

Company Name

Financiometrics

Website

www.financiometrics.com

Vendor Details

Company Name

Quadratic

Website

www.quadratichq.com

Product Features

Financial Risk Management

Compliance Management No 
Credit Risk Management No 
For Hedge Funds Yes 
Liquidity Analysis No 
Loan Portfolio Management No 
Market Risk Management No 
Operational Risk Management No 
Portfolio Management Yes 
Portfolio Modeling No 
Risk Analytics Benchmarks No 
Stress Tests No 
Value At Risk Calculation No 

Product Features

Data Science

Access Control No 
Advanced Modeling No 
Audit Logs No 
Data Discovery No 
Data Ingestion No 
Data Preparation No 
Data Visualization No 
Model Deployment No 
Reports No 

Spreadsheet

Analytics No 
Audit Trail No 
Calculators No 
Charting No 
Multi-User Collaboration No 
Templates No 

Alternatives

Alternatives

SubQ Reviews

SubQ

Subquadratic