Abacus Analytics is a quantitative consulting firm serving the brokerage and investment
management communities. The firm's research and consulting services are organized around
the portfolio management process, and include models and analytics for alpha generation,
risk management, portfolio construction and performance attribution.
Abacus also provides sophisticated analyst evaluation systems for several leading
securities firms. Using quantitative techniques to evaluate forecasting skill, we help
research managers monetize their product and deliver greater value to their client base.
We also develop trading strategies around analyst signals and work with trading desks to
implement risk controlled, value added quantitative strategies.
Recent mandates have centered on our newly deployed backtesting capability that allows
managers to outsource the development and refinement of investment strategies. Our
team examines the statistical properties of the underlying alpha generators and, based on
these properties, determines strategy parameters most likely to maximize out-of-sample
(real time) performance, The platform evaluates diversification levels, turnover constraints,
risk constraints, rebalancing frequency, sell disciplines, stop loss rules, and portfolio construction techniques.
With turnaround times measured in days rather than months, we identify and define turnkey
strategies ideally suited to the manager's alpha sources and risk-return preferences.
The firm also provides on going support when these strategies become live.
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