Index Forecast Model
KRG Risk Model
Alpha Model and Return Forecasting Model
Dividend Forecast Model
Portfolio Construction & Rebalancing
Global Multi-Asset Liquidity Model
Price Targets Model
100% Transparent Formulation
No API or Broker Dealer connection required
Integrate into in-house models and systems
No information leakage or potential for the investment decision process to be reverse engineered
Incorporate proprietary estimates into the model including alpha, volatility, liquidity, etc.
Generate proprietary factor scores, back-testing universes
Parameters can be calibrated based on client trades
Equities, Fixed Income, Futures, Options, ETF, FX, REITS, Commodities and Others
US, Canada, Developed and Emerging Europe, Developed and Emerging Asia, Latin America and Frontier Countries
What differentiates KRG from its competitors:
100% transparent, unbiased, broker neutral model. There are over two dozen papers and three books published on the models and modeling methodology.
We do not employ black-box model. We provide all the results, clients can verify calculation results.
We provide clients with the necessary data and financial insight to help determine the most appropriate portfolios given the underlying investment objectives.
The analysis is run on the client desktop. Clients do not log in to any API or IP address.
The model allows funds to incorporate their own proprietary data (such as volatility, liquidity, and alpha expectations).