Given a client’s personal goal and risk profile, it calculates the optimal portfolio based on the predicted market performance & correlations. The algorithm also performs a path-dependent optimization which means that when creating an investment strategy, future allocation decisions change depending on market performance. This gives an investment strategy that is defined for the entire investment period, in all probable scenarios. As a result, Pentech gives a forecast which is more representative of the future and aligned with the end-user's risk profile.
We have broad understanding and experience of managing risk and have created a unique risk-management algorithm.
We are at the forefront of technology, where innovation is the only way forward. We provide a best-of-breed solution and understand the value of collaboration.
Our highly complex algorithm solves the problem of how to vary volatility over time for any given investment goal based on individual’s financial situation, age and risk profile.
Real-time & Scalable
Real-time adaption to changes in life & market circumstances and can handle millions of users without affecting quality of service.