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Broadly stated, the principle objective of Meridian’s Quantitative Research Group is to create tools customized to be additive to an individual portfolio manager’s investment process. We seek at least a modest understanding of the decision model a portfolio manager might employ in optimizing their performance. Our group draws on fundamental, technical/ stochastic and implied volatility data to calculate metrics that highlight issues that may be worthy of note. Our research includes:
- Published Content - Meridian produces daily content based on our proprietary analysis of U.S. volatility and correlation markets. Included in our analysis are representations of current markets within their historical context that highlight both high traffic components of the market as well as unusual data that might have been overlooked.
- Bespoke Consulting Projects - Meridian offers practical, easy to use quantitative tools to assist investors in understanding the best manner in which to utilize derivative engineering. A second objective is to help clients interpret expectations implied in the option market specific to their portfolios. With customization and variable cost solutions at the core of Meridian's offering, we welcome the opportunity to discuss how our Quantitative Research Group can effectively handle your outsourced assignments.
- Sales Coverage Tools - Meridian's sales traders are armed with some of the most robust quantitative tools on the street allowing them to identify real time information, market anomalies and transactions that will be of particular merit to each client's portfolio. Our ability to develop idea generation is yet another value added service that separates us from our competition.
While we make a significant effort to formulate and publish the foundation of an investment idea based on our own humble observations of the derivative markets, it is the analytic needs of our customers that receive our primary focus. Our Quantitative Research Group can be utilized to back-test investment strategies, employ a risk management process, optimize risk/reward profiles to best fit investment theses, and identify sentiment signals in the market place. For a more detailed discussion on our offering or to be added to our distribution list, please contact Dan Hutchinson at 212-500-6650 or dhutchinson@meptraders.com
To receive a free two week trial of Derivative View, please provide the following information:
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| 5 Hanover Square, 21st Floor | New York, NY 10004 | Office: 212-500-6650 | Fax: 212-742-2737 |
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