Competition is no longer about how one company outperforms another, but rather how a company with their machine learning and AI algorithms outperform each another. We realise that many companies have limited (if any) expertise on this technology and as a result we offer 3 solutions for companies regarding machine learning and AI namely:
Given the specialist nature of our business, we do our own development. What makes our programming team different (and better)?
Notwithstanding the above, we are often called in to automate processes for clients (especially for Excel). This includes independent add-ins, optimising spreadsheets and automating dashboards.
Geometric Progression specialises in the financial markets (especially fixed income). We have developed calculators, implemented yield curves and provided automated independent valuation tools for Banks and fund managers. Since many African countries do not adopt the same valuation methodology as that of the US or Europe, we often consult with the system vendors to make the appropriate adjustments.
We have developed many bespoke portfolio analytical tools for a host of organisations.
Geometric Progression offers risk management solutions to all organisations to identify, measure and manage financial risks. We have rolled out solutions to calculate and automate a host of risk measures on individual instruments and portfolios incorporating the following concepts:
Notwithstanding the above, we also have experience in generating the necessary input data for off the shelf risk management systems and consult thereon.
The proliferation of regulations imposed on financial markets organisations have placed a large responsibility on management to ensure that measures are in place to detect and prevent market abuse. We have successfully rolled out projects focussing on market abuse and surveillance. This includes trade, trader and client analysis to detect:
Portfolio analytics and replicating market indices (particularly fixed income) is quite a formidable task. Geometric progression has been in the fortunate position of being part of the design process of many indices that are used today. Thus, we have the detailed knowledge of how they work and have successfully implemented projects and programs to independently calculate the indices daily and objectively compare performance between indices and portfolio’s.
This experience includes writing programs to generate the necessary input data for off-the-shelf performance attribution systems.