Our Expertise

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:

  1. Complete out-sourced solutions:We preprocess your data, develop the machine learning algorithms, run the algorithms and report back results. We can integrate the solutions into your environment.
  2. Work Together:Building a machine learning team takes time. We work with your existing staff and together build solutions. We train up your staff from scratch to the advanced level. You would own all the code!
  3. Ad hoc projects and algorithm validation:The scope of machine learning and AI is large. We can develop machine learning algorithms as once off projects to suit your needs and handover. You would own all the code! Likewise we can evaluate your existing code and debug if required or just independently validate the solution.

Given the specialist nature of our business, we do our own development. What makes our programming team different (and better)?

  • We are market practitioners. This means that we only provide programs for industries and sectors in which we have extensive experience. This typically negates the need for a business analyst.
  • We have the mathematical capability to program even some of the most complex issues.
  • We have a wide range of associations to draw on for specialist projects.
  • We can develop in a host of languages such as Python, Javascript & Php (including HTML , CSS & Angular). net and Excel VBA. We can develop mobile apps for IOS, Android and Windows using Angular and Ionic.

Projects include:

  • Independent and automated valuations.
  • Index replication & performance attribution
  • Market abuse and insider trading detection.
  • Risk analysis, VAR & Portfolio optimisation.
  • Financial markets portfolio modelling and analytics.

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:

  • VAR on an absolute basis or a relative basis using historical simulations, Monte Carlo simulations and parametric methods.
  • ETL (Expected Tail Loss), stress testing, scenario analysis and back-testing.
  • Risk alerts and breaches.
  • Geometric returns & Volatility.
  • Sharpe ratio & M².
  • Tracking error and Information Ratio.
  • Downside risk & shortfall risk.
  • Omega ratios & Sortino ratios.
  • Draw-down.
  • Automated distributions and probability.

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:

  • Front running positions.
  • Market manipulation and out of range trades.
  • Volume reports.
  • Market spoofing.
  • Attempting to artificially fix or move the mark to market.
  • Market and counterparty concentration.
  • And much more.

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.