Meet our sponsors...
With $763.4bn (1) in assets under management across geographic borders, investment styles and asset classes, Goldman Sachs Asset Management is ranked in the top 20 asset management firms globally.(2) We provide investment management services to a broad variety of clients, including pension funds, foundations and endowments, governments, corporations and financial institutions. Each of our specialist portfolio management teams focuses on a particular asset class or approach. These include active and quantitative equities, fixed income, currency, cash management, asset allocation and direct and fund-of-funds strategies in alternative asset classes. Each group is led by a Chief Investment Officer and has its own established investment philosophy, but also benefits from access to the research insights of our other investment teams. Our relationship management teams seek to understand the fund-specific issues facing our clients and can deliver customised support including tailored research and investment education. 1 As at 31- Dec-07 2 Source: Pensions & Investments, 200 6 year-end rankings. For further information visit:
www2.goldmansachs.com/
Standard & Poor’s Compustat® delivers high-quality, standardised fundamental and market data to global investment professionals. Since 1962, our specialised knowledge in data collection, standardisation and presentation has earned Compustat a level of authority unsurpassed in the financial information industry. We bring transparency to today’s markets with extensive company coverage and deep history so that institutional investors have the solutions needed to approach the market with confidence. Reach your investment goals by letting our objectivity and expertise work for you.
www.standardandpoors.com or
www.compustatresources.com.
FinAnalytica is the leading provider of “Glass Box” risk management and portfolio construction solutions incorporating fat-tailed and skewed asset return distributions. Our Cognity suite offers a comprehensive, integrated multi-user solution to support the entire investment process. Unlike “Black Box” solutions, every underlying calculation and modeling assumption is completely transparent, configurable and meticulously documented. Some of the major features and benefits include: manager screening and selection using asymmetrical risk measures, early detection of manager style drift downside risk budgeting, portfolio optimization, using downside risk minimization, portfolio risk decomposition, single and multifactor stress-testing and crisis-simulation, fully customizable user interface for each functional group, availability of branded factor sets for easy, transparent interpretation. For further information visit
www.finanalytica.com/
CFM is specialized in developing trading strategies based on a quantitative approach to the financial markets. This quantitative approach relies extensively on statistical analysis for all trading and asset allocation decisions.
Continuous research and development in trading of financial instruments is carried out at CFM by a team of more than twenty five Ph.D’s, all former physicists from prestigious institutions and a team of IT specialists. This research work, combined with the involvement of long-term finance practitioners, allows CFM to create state of the art trading strategies and to adapt these further as markets evolve. CFM's trading strategies can thus be characterized as highly systematic.
As a result of the in-house developed trade processing systems, CFM has achieved a very high degree of STP in its trading. CFM manages today a set of quantitative strategies trading several assets classes such as futures, equities, bonds and equity options. For further information visit
www.cfm.fr/
OneMarketData provides a complete platform for Quantitative Research, and firm-wide, intra-day data solutions for Financial Institutions.
OneTickTM is the most advanced Tick Data Management and CEP solution available today. Offering unlimited data capture and storage with advanced analytics and open user interfaces. OneTickTM is a centralised solution for all tick data requirements in a financial institution including those of Quants, Strategy and Program trading, Compliance, Risk Management and Research teams firm-wide.
OneDataTM is a unique managed Reference and Pricing Data solution. It is an integrated repository of historical reference and pricing data, designed to support quantitative needs, with a strict quality assurance process managed by OneMarketData.
OneMarketData is uniquely positioned to deliver superior products. The founding partners spent many years working on the business side of top-tier banks in Stat Arb and Program Trading, enabling a complete business and functional specification, and ensuring products with superior functionality focussed solely on the needs of financial markets. For more information visit
www.onemarketdata.com
ClariFI®, a Standard & Poor’s Capital IQ business, provides software and services focused exclusively on helping quantitative portfolio managers and researchers decrease the time it takes to research, test, and put into production their alpha generating strategies. ClariFI counts four of the top five largest investment managers in the world, hedge funds of all sizes, and proprietary trading desks at leading brokerage firms and banks as its clients. ClariFI’s clients experience reduced operational risk, decreased time-to-market for their strategies, and a significant competitive advantage. Additional information about ClariFI can be found at
http://www.clarifi.com.
About SunGard
With annual revenue of $5 billion, SunGard is a global leader in software and processing solutions for financial services, higher education and the public sector. SunGard also helps information-dependent enterprises of all types to ensure the continuity of their business. SunGard serves more than 25,000 customers in more than 50 countries, including the world's 50 largest financial services companies.
About Sungard APT
SunGard’s APT provides investment technology for a broad range of asset classes, countries and regions including data and software for understanding market risk, credit risk, liquidity risk and for portfolio construction and performance analysis. APT provides investors with statistical market risk models, performance and risk analytics and portfolio optimization and construction tools. APT’s customers include institutional and retail asset managers, pension funds, private wealth managers, hedge funds, broker/dealers, prime brokers and proprietary traders.
http://www.sungard.com/sungard/
