APT support

APTimum services team works closely with you pre-sale, during installation and post implementation.

We support your unique requirements by offering specialized support and consulting services, including:
– Software installation
– Training
– Audit documentation
– Risk report generation

APT model

The APT model strictly adheres to Arbitrage Pricing Theory, developed by Stephen Ross in 1976, without introducing additional assumptions or simplifications.

As a result, the databases cover all asset classes, including listed and unlisted assets. The Multi Asset Class model contains more than 640,000 securities.

Advanced Statistical and Mathematical Modeling

The model leverages sophisticated mathematical and statistical developments to extract arbitrage factors—systematic factors—from a given investment universe (France, Europe, or Global) without creating artificial boundaries between asset classes.

The statistical independence of systematic risk factors ensures both accuracy and stability in calculations, giving APT’s risk assessment strong predictive power.

APT extract factors continuously ensuring a maximum explanatory power at all time unlike model where the factors are prespecified and fixed.

A Comprehensive Risk Analysis Framework

On top of the Statistical Factors, APT offers to users an extensive set of explanatory variables, including economic, sectoral, fundamental, regional, and currency factors, in order to attribute risk onto intuitive variables.