Algorithmics, a provider of risk management services, has received a patent for its Dynamic Trading Strategies technology, a risk management system and method that reportedly allows risk managers and asset managers to model the dynamic behavior of a portfolio of instruments using a rule-based framework.
Algorithmics said that Dynamic Trading Strategies (DTS) forms the cornerstone of the company’s ALM, asset management and liquidity risk solutions.
DTS allows users to simulate their portfolios through time in a realistic and flexible fashion by establishing rules for how the portfolio should be reinvested, rebalanced and/or liquidated over the same period, according to Algorithmics.
ALM practitioners rely on Dynamic Trading Strategies (DTS) to model the forward evolution of the balance sheet including the modeling of new business, strategic re-investments and balance sheet funding requirements, said Algorithmics.
Michael Zerbs, president and COO of Algorithmics, said: This patent further demonstrates Algorithmics’s commitment to product innovation and its leadership as a risk solutions provider. Our patented DTS technology, which underpins several of our risk solutions, is the right dynamic risk management framework for current market conditions. We will continue to invest in cutting-edge research to ensure we provide risk solutions that help our clients make more informed, risk-aware business decisions.