Time Series Analysis:
There is a full range of functionality available to allow the client to analyse historical data using conventional statistical methodologies. This functionality is described briefly below.
For more information on the different methodologies, please go to
FAQ: Time Series
This allows the user to analyse either a single or a combination of time series using a variaty of statistical techniques.
The output can also be conditioned under user selected time windows and windowing functions for greater statistical significance
The user has the ability to select either graphical or data o/p.
The user can select a particular market sector and run a single analysis on all of the members of that sector. The output
is then arranged in a manner determined by the user. This section may also be used to rank the members of a generic market risk sector
in a statistically significant manner
The user can select a particular generic market and a particular generic market risk sector and run a correlation
or a co-variance analysis between the single market and all of the members of the selected sector. The output
is then arranged in a manner determined by the user. This section may also be used to determine statistical relationships between
different members of a particular sector.
A range of matrix based analytics are avaialble to investigate the evolution of the the drift, covariance and entropy of a portfolio or instruments.
