Portfolio Risk Analysis with Copulas

Simulate Portfolio Performance during Market Downturns

Copula-Based Portfolio Analysis

This tool uses advanced copula models to simulate various market scenarios and analyze their impact on your investment portfolio. By transforming historical returns and fitting them to copula models, it evaluates dependencies between assets and provides insights into portfolio performance.

Scenario Analysis

Analyze your portfolio under different market scenarios to understand potential outcomes. This tool highlights the best, worst, and average cases.

Tail Dependence

This tool measures the likelihood of extreme returns happening simultaneously across different assets in your portfolio. It provides insights into how assets behave in extreme market conditions.

Key Features

Easy Navigation: Intuitive interface for seamless user experience.
Risk Management: Understand extreme market behaviors and manage risks effectively.
In-depth Analysis: Evaluate dependencies and interactions between different assets.
Accurate Simulations: Advanced copula models for precise market scenario analysis.

70,000+ Assets

Driving Analytics for Retail Investors

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$8/Year

Annual

$75/Year

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Integration with Real-Time Market Data
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