Third-Party Products & Services

BITA Optimiser Suite

A suite of high performance, high capacity, proven financial optimizers

Highlights

  • High performing with support for complex constraints and cost models
  • Risk-model independent with full risk decomposition output
  • Platform independent with API callable from many environments
  • Multitier and multiperiod
  • Proven approaches to gain/loss optimization

Description

BITA Optimiser Suite_image

Because of its speed, accuracy, and versatility, BITA Optimiser has been widely adopted by major investment houses across Europe and the U.S. It has now been joined by a series of additional optimizers:

  • Robust Optimiser, which adds the ability to set quadratic constraints
  • Multi-Period Optimiser, which enables optimization across multiple periods with parameters changing through time
  • Multi-Tier Optimiser, which enables constraints to be set across tiers and funds in fund of fund structures
  • Charity Optimiser, which maximizes sustainable income drawdown
  • Gain/Loss Optimiser, which accounts for the skewness and kurtosis of distributions

BITA Optimiser Suite is delivered as components that integrate to MATLAB® via a MEX-file interface. It is also available as components that integrate with Java™, and other languages, with an investment house system or as a core component of BITA Curve, an advanced quantitative workbench tool.

BITA Risk Solutions

1 Liverpool St
London, EC2M 7QD
UNITED KINGDOM
Tel: +44 207 9562800
Fax: +44 207 9562259
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