BITA vision
An extensive framework for solving quantitative investment portfolio problems from MATLAB
Highlights
- Alpha and Investment Strategy Research
- Portfolio Optimization: Multiple constraints, cost and market impact handling
- Back Testing: Stress testing, rolling statistics, VaR/ETL, GARCH modeling
- Portfolio Analytics: Risk/return contributions, risk measures and ratios, drill-down
- Risk Attribution: Extensive factor and asset class risk attribution
- Performance Attribution: Multi-period attribution to allocation/selection effects; transaction costs; trade timing
Description
BITA vision is an invaluable tool that gives both quants and investment teams direct access to analytics and data and allows bespoke customization. It will increase productivity by reducing development time and eliminating manual error when solving real-world problems.
Use vision to build and test your own return forecast/signal models and develop simulation, optimization, filtering, regime, market, and fundamentally based approaches at both asset allocation and holding level. Vision can accept factor and covariance risk models or can directly load return time-series data into the system. In addition, users can produce either standard or custom PDF and Excel analytics reports from vision’s extensive library.
BITA vision is a proven, flexible framework written in MATLAB® that can be run from a user interface or directly from MATLAB itself.
The above outlines the high-level capabilities of BITA vision. For more information, please visit our website or get in touch via the contact details below.

BITA Risk
28-30 Cornhill
London, EC3V 3ND
UNITED KINGDOM
Tel: +44-203-848-4264
nicola.mollison@corfinancialgroup.com
http://www.bitarisk.com
Required Products
Platforms
- Linux
- Macintosh
- UNIX
- Windows
Support
- Consulting
- On-site assistance
- System integration
- Training
Product Type
- Modeling and Simulation Tools
Tasks
- Data Acquisition or Import
- Data Analysis and Statistics
- Desktop, Web and Enterprise Deployment
- Embedded Systems
Industries
- Financial Services