APTPro
APT offers statistical risk models, performance analytics, and portfolio construction tools. With risk profiles for 200,000 equities, bonds, currencies, funds, and unlimited futures, options and user-defined securities, APT offers a true, total risk solution. APT's integrated, multi-factor risk models include currency, country, sector & style factors as well as yield curve, fundamental, economic and user-defined factors.
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Japanese,
French,
German
Supported Technologies
Windows 95/98/ME,
Windows XP/2000/NT ,
Solaris/Sun OS
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Pricing
Users (# of seats), Other
17,000 to 400,000
info@apt.com
+44 20 7831 7600
Resources
Additional Product Information
APTpro is the centrepiece of APT for Windows. , It provides simplicity and flexibility across the whole range , of portfolio management functions: from risk measurement, , through portfolio optimization to risk attribution and performance , analysis., ,
- Multi-asset, multi-country ,
- Equity and Fixed Income Models,
- Risk and performance attribution,
- "Real World" explanatory variables,
- Build your own synthetic assets ,
- Optimize up to 15,000 assets simultaneously ,
- Determine the proportions of systematic v. specific risk ,
- Specify max stocks to include ,
- Restrict turnover, long and short sides separately ,
- Build and analyse arbitrage portfolios, hedge funds ,
- Account for variable transaction costs ,
- Up to 200 simultaneous constraints ,
- Multiple constraint types - tilt, linear, quadratic, 'aimweights' , ,
- Outputs roundlotted, long and short accounted trade lists , ,
- Backtestat the click of a button,
- 16 and 32-bit versions available ,
- Imports Excel, Lotus, etc filetypes,