Quantitative Partners

More Research

Option Research and Technology Services ORATS

With over 30 years of experience in option position strategy, execution, and risk management, the professionals at ORATS provide equity option research and the technology to harness it. ORATS research offers underlying volatility measurements based on tick-by-tick data as well as implied volatility surface summarizations which are performed on an extensive option quote database. Products include:

ORATS proprietary technology uses patent pending algorithms to calculate statistical volatilities and implied volatility skew summarizations. In addition, the following tools are leveraged to uncover trading opportunities:

Options consulting services are also available to help funds with risk management and event and earnings volatility. Option strategies include: Long Straddles, Long Strangles, Short Straddles, Short Strangles, Bull Put Spreads, Bull Call Spreads, Bear Put Spreads, Bear Call Spreads, Collars, and Call Backspreads

The following are ORATS Action Alert files that can be downloaded and utilized for screens. Right mouse click and choose 'save target as'. Save the dat file into your c:\program files\orats\actionalert\data directory: DJ Stocks, ETF Listing, NASDAQ 100, Top 500 Optionable Stocks, S and P 500, S and P 600, Large Cap Type 1s, Small Cap Type 1s, Large Cap Type 4s, and Small Cap Type 4s

ORATS Website
ORATS Update 11/13/2006
ORATS Action Alert software download

Simon Economic Systems

Steve Simon�s RADAR (Rotation Analysis Designed to Assess Risk) Alert has been developed around the theory that market psychology is a key force in the pricing mechanism of the market. The key to his work is the analysis of risk � RADAR monitors the risk cycle, which is based on the emotions that drive the market. Traditional valuation metrics state what should be and will be recognized while RADAR pinpoints what is being recognized. Portfolio Managers and Analysts should use RADAR as an extension to their own research to determine if and when the market agrees with their judgments. The RADAR scoring system is based on two factors: the Buy Side Demand Index and trend identification. The BSDI is the core indicator of the model and is used to identify when investors expectations are �stretched out� beyond normal limits. The second component, trend identification, is a forward-looking alpha model that ranks sectors, industries, and individual securities according to their future performance versus a bench mark. Together these indicators have great predictive ability to identify when:

By adding RADAR to the stock selection process, an existing valuation model becomes scaleable and, therefore, a more robust, accurate, and predictive tool. In turn analysts have more time to spend on material valuation issues and strategic forecasts.

Simon Economics Website
Simon Economics Weekly Update 07/27/2006

R Statistical Consulting

R Statistical Consulting provides statistical software development and consulting services. They design statistical based algorithms in the R language that provide advanced statistical graphical data analysis, time series analysis, econometrics, data mining, machine learning, statistical computing and optimization.

The company is led by Dr. David Guy, a professional statistician with 20 years of experience in statistical analysis and modelling of financial, marketing, medical and process control data. Both Geoff and Jack worked with him for several years when he was a client at J&W Seligman.

Dr. Guy has graduated from top Canadian and US universities: McGill University; Queen's University at Kingston, Ontario; University of Texas, Austin; and University of California, Riverside; in diverse spectrums of quantitative training such as econometrics, operations research, mathematics and statistics. He then went on to work for the financial industry in areas involving forecasting, volatility analysis, derivatives, optimization and risk control.

Following his career in quantitative finance, Dr. Guy turned to private consulting where he expanded his interest in applied quantitative analysis to areas such as marketing, medical products and statistical process control.

His expertise is great for any client interested in developing or expanding their quantitative capbablities.

Here is the link to the website:

R Statistical Consulting Website

Ford Equity Research

Ford Equity Research is an independent, unaffiliated and unbiased equity research firm with one objective: improving investment performance. Equity Research creates its stock selection models and investment techniques through a proprietary Quantitative Validation Process. Ford's unique approach to analyzing equity markets consist of: precise data collection, rigorous testing, and validation through repetition and back testing. This data is the basis for our quantitative decision making process-a process uncompromised by biases introduced by management stories or sell-side rationales.

Model Examples

Ford Equity Website

Investment Websites

The FRED Report

Wall Street Rebel

Super Stock Investor

Gold and Energy Investor

Gold and Energy Options Trader

Options Index Trader