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H2O Consulting is a risk analytics firm with operations in Lugano (Switzerland), specialized in Quantitative Finance, Risk Management, Behavioral Finance and Sentiment Analysis solutions. We are passionate about innovation and Swiss tradition, creating concrete values and delivering superior quality. We compete on the market with our awareness, enthusiasm and commitment to our clients. We believe that our staff is the greatest resource in accomplishing our vision, mission, and goals.
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Company Profile
All material contained in this presentation is for private use and personal enjoyment only. You may not distribute, modify, transmit, reuse, re-post, or use the content of this presentation for any public or commercial purposes. All Content, Images, and Information contained in this presentation is ©Copyright 2014 H2O Consulting. All information featured in the presentation slides remain the intellectual property of H2O Consulting.
Important Disclaimer
This presentation and its contents are Copyright (c) H2O CONSULTING 2014. ALL RIGHTS RESERVED.
H2O Consulting
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H2O Consulting
Lugano (Switzerland)
www.h2oconsulting.ch
In
no
va
tio
n f
rom
Sw
iss t
rad
itio
n
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Web Index (#6)
Impact of the Web by
country
World Economic Forum (#1)
Competitivity
The Economist (#1)
«The Lottery of Life»
Quality of life
Our Mission
Svizzera Suisse Schweiz Svizra
…is to combine Innovation with Swiss Tradition
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We found in H2O Consulting the ideal partner for ICT outsourcing, a dynamic
and reliable firm that can create personalized services based on the client’s
needs.
Carlo Regondi, Managing Partner A.M.&C. Finance
About Us
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Business Model
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H2O Business Model
Key Partners Key Activities Value Proposition Customer Relationship Customer Segments
Universities Quantitative Finance Innovation Dedicated Relationship Banking Industry
Financial Institutions Risk Management Swiss Tradition Customer Oriented Banks
Business Developers Sentiment Analysis Blue Ocean Strategy Independent Asset Manager
Behavioral Finance R&D Bankers
Project Management Academic Collaboration Industry
Accessibility & Convenience
Key Resources “Getting the Job Done” Channels
Risk Advisor® for Finance
H2O Sentiment Analysis® Regional Presence
Proprietary Algorithms Global Network
Quantitative Models
Cost Structure Revenue Streams
General and Administrative (G&A) Enterprise Product Sales
Marketing & Brand Promotion Project Management
R&D Costs Consulting & Training
Personnel Teaching & Research
Blue Ocean Strategy
H2O Consulting © 2013 All Rights Reserved
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Off
eri
ng
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Competing factors
H2O Consulting Red Ocean Competitors
Our Business
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Templates
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Operations Level
Management Level
Strategic Level
Front Office Risk
Management
Portfolio
Management
Relationship
Manager
Operations Manager
Middle Manager
Senior Manager
BANKS SGR SIM INDIPENDENT ASSET MANAGER BANKERS
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Enterprise Support Systems (ESS)
Decision Support Systems (DSS)
Management Information Systems (MIS)
Transaction Processing Systems (TPS)
Our Business
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Modern Portfolio Theory (MPT)
Markowitz (1952)
Behavioral Portfolio Theory (BPT)
Shefrin, Statman (2000)
RiskAdvisor® for Finance A Financial Platform that Combines Modern Portfolio Theory with
Behavioral Portfolio Theory
RiskAdvisor® for Finance
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H2O Risk Advisor®
Option pricing
Volatility estimation
Market equilibrium
models
Bond pricing
Asset Allocation
Markowitz model (MVO) Efficient Frontier & Area Graph
Risk Parity Approach
Sensitivity and Greeks
European Option Pricing: Black-Scholes Model
European Option Pricing: Jump Diffusion Model
US Options Pricing: Binomial Model
Exotic Options Pricing
Delta hedging
Share price dynamics based on Brownian Geometric Motion (BGM)
& Monte Carlo simulation (MCS)
Simple Moving Average
Exponentially Weighted Moving Average (EWMA)
GARCH Model
Implied volatility
DCF Model (Discount Cash Flow) Spot rate estimation
Duration
Convexity
Perfect matching (Dedication)
Immunization
Short sales allowed/not allowed
Risk-free investment and debt allowed
Macaulay
Quasi-modified
US Options Pricing: Longstaff-Schwartz Algorithm
Black-Litterman model (BL)
Capital Asset Pricing Model (CAPM)
Modigliani & Miller (Proposition I and II)
Capital Budgeting (NPV, WACC)
Bootstrapping
Haugen (1997)
Arbitrage Pricing Theory (APT)
Value-at-Risk
Sharpe/Sortino/Treynor Ratio Backtesting & Stress test
What-if Analysis
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Enhance risk/return with optimization and diversification
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RiskAdvisor® for Finance
H2O
Sentiment Analysis
H2O Sentiment® Analysis
We provide financial analysis for investors
to discover, react and respond to market
opinions.
We monitor the sentiment data in real time
of your favorite stock or index.
We employ a novel way to capture and
quantify sentiment based on authors’
credibility, namely tracking the accuracy of
past recommendations.
Financial Markets are not purely rational and emotions play a
large part in stock pricing.
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Trust Calculation
Sentiment
Individual Recommendation
Aggregation Social Media
Online News
Message Board
Sources Social
Intelligence
Web Crawling Technology
Data Processing
Semantic Analysis
Classification Algorithm
H2O Sentiment® Analysis
Track Real-Time Sentiment Analysis On Your
Mobile Device
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H2O Sentiment® Analysis
H2O Consulting © 2014 All Rights Reserved
Thank you