• Wide coverage of asset classes, geographies and currencies
• Choice of horizons : Medium Term , Short Term , Long Term
• Periodic delivery to ensure maximum explanatory power at all time

APT Pro is a desktop application for portfolio construction, pre-trade analysis and interactive risk analysis.

Features:

• Imports and exports portfolios in standard file formats such as Excel, CSV, or XML;
• Offers a wide range of graphical construction and reporting capabilities;

Benefits:

• Supports a wide range of analytics including : Volatility, Tracking Error, systematic and specific decomposition, Betas and correlations, total and marginal risk contributions, etc.) as well as value-added indicators (TaR®, implied return, etc.);
• Allows access to in-depth risk attribution, beta analysis, and position-level risk indicators.

APT offers a wide range of APIs that allow you to easily integrate APT into your internal or third party systems.
They scale from embedding APT in user-generated spread-sheets
for a single user to enterprise-wide deployments supporting
through-puts of tens of thousands of portfolios. These APIs allow
Investment Risk Manager analytics to be called directly within
your applications.

List of APT API includes COM API, Python API or Web API to use APT in the Cloud.

APT’s Excel add-in generates quick and accurate risk estimates and highly customized Excel-based risk reports.
Analytics available include:
● Full range of robust risk measures such as Total Risk, Tracking
error, TaR, Parametric and Monte Carlo VaR, cVaR, and
implied return.
● Risk attribution including RiskScan and RiskChart factor- based
analysis, and position-based analysis for marginal risk, VaR, beta,
and correlation.
● The Easy APTimum risk reports are a suite of spreadsheets that allow
portfolio managers to produce concise risk reports on their
portfolios in a quick and simple way.
Each sheet has been developed around a specific type of analysis
and designed to show only the essential outputs from that analysis.

One of the key elements of the APT offering is portfolio construction and rebalancing through optimization.

The APT optimizer enables users to find the best trade-off between risk and return when managing their portfolio. The user can focus on identifying sources of alpha and selecting their investment preferences, while the APT optimizer uses risk models to ensure that risk constraints, whether imposed by regulators or the investment firm itself, are fully respected. This rigorous process is applied both to asset allocation and stock selection and can be combined with other portfolio construction methods within subjective strategies.

The APT optimizer is based on modern, efficient algorithms to provide rapid solutions to portfolio construction problems, even for large and highly complex portfolios.

One of the key elements of the APT offering is portfolio construction and rebalancing through optimization.

The APT optimizer enables users to find the best trade-off between risk and return when managing their portfolio. The user can focus on identifying sources of alpha and selecting their investment preferences, while the APT optimizer uses risk models to ensure that risk constraints, whether imposed by regulators or the investment firm itself, are fully respected. This rigorous process is applied both to asset allocation and stock selection and can be combined with other portfolio construction methods within subjective strategies.

The APT optimizer is based on modern, efficient algorithms to provide rapid solutions to portfolio construction problems, even for large and highly complex portfolios.