Demonstration Videos SyMath

The last couple of weeks we have created several demonstration videos for SyMath, our financial risk software platform. Obviously, we want to share these on our blog. We took a text-to-speech tool to spare ourselves the embarrassment of stuttering. It may sound somewhat robot, but we'll hope you agree it’s the substance that matters. We think these videos give you an in-depth overview of what the next generation econometric modeling is about.

In general, if you strip down any econometric model to its elements, there is a very important conclusion that you can draw: these sorts of models are measuring and quantifying financial risks. However much data you feed to the computational abilities, models do a great number of calculations and quantify elementary risks that are measured by their price changes. This way, models make prognoses of expected returns, and a whole lot more. At Symetrics, we are straightforward about things: our software does not predict the future or risk events materializing. We build software that feeds on financial data to monitor and measure financial risks. We do this in combination with a computational monster that can simulate stress-events. This helps you when you are considering to rebalance a portfolio, or when you want to diversify or hedge it.

Video 1: module 1-3 is the backward-looking module with risk analytics for macro-economic developments and trends, asset correlations and portfolio analytics with tail-risk hedging and diversification tooling.

Video 2: module 4 & 5 shows you the scenario-generator for macro-economic variables, behavioral algorithms reflecting herding behavior and central bank policies (incl. QE), variations and latest developments in VAR-techniques and, soon to be presented, the implementation of the evolutionary model of the Center for Nonlinear Dynamics in Economics and Finance (CeNDEF) led by professor Cars Hommes (UvA).

Video 3: module 6 (& 7 for (Dutch pension funds) haalbaarheidstoetsen) is a fully functional and automated module for ALM-studies with a multitude of add-on functionalities (i.e. dynamic liabilities).

Video 4: module 8 is a fixed income portfolio valuation tool with dynamic risk attribution with micro- and macro-economic stress-testing tooling, and is an accounting calculator for pricing credit spreads.

If you have watched all demonstration videos, it may be a bit overwhelming especially when you are not familiar with econometrics or mathematics. At first glance the statistical values and methods may be a lot to absorb. Yet, once you get a handle of what these functionalities are and how these modules work and connect to one another, you quickly learn how to use them. It allows you to approach different financial market topics, including macro-economic developments, and with all the benefits of defining stress-tests yourself.

If you have any questions, please do not hesitate sending them to us.