Specialist topics: Investment and risk management

As a company specialized in financial statistics, Quasol deals with various topics in the fields of capital investment and risk management.
Our expertise covers, among others, the following topics:


Asset Management

In the German-speaking area, Quasol is one of the leading specialists in portfolio optimization. Starting with the classic Markowitz approach to the optimization of modern risk aids, we offer a wide range of different and individual approaches, which can also take account of complex secondary conditions (e.g. sectors, countries, etc.).

In addition to sole optimization, Quasol also intensively deals with the estimation of the relevant parameters and the calculation of the resulting risk and return ratios. Together with our optimization approaches, the modules therefore form an integral spectrum of necessary functionalities. The offering is rounded off by the implementation and the back test of individual trading strategies. The area includes advice and support for the implementation of externally predefined approaches as well as the individual modification of our internal approaches to desired return/risk profiles. The latter are mainly based on modern tests for structural breaks, which we developed together with leading scientists.



Risk management

In the topic area of risk management, we have been able to build up a high level of expertise in recent years. We are mainly concerned with the quantitative aspects of risk measurement and estimation. In addition to standard calculations for classic bonds and portfolios, our offer also includes the consideration of derivatives. For example, we successfully implemented the Derivatives Regulation for the Flossbach von Storch AG in 2012. In addition, the simulation of complex scenarios (including stress tests) belongs to our product range. Our VaR and ES back tests are a presumably capital offer in the German-speaking area. Based on state-of-the-art and published in leading scientific journals backtests, we can check exactly and in detail whether risk models are reliable and adequately calibrated. Based on these analyzes, the quality of the models can be significantly improved in many cases.




In cooperation with FAIT Internet Software GmbH from Vienna, Quasol has developed various components to meet the increasing demand for automated investment and consulting processes. Robo-Advisory is not understood as a selection of a predefined portfolio through a standardized questionnaire, but rather as an interactive communication of the end user with a virtual advisor. Therefore, different functionalities are available to enable each user to generate a customized portfolio according to personal preferences.

We would be glad to provide you with our solution via screen sharing or in a personal appointment.


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