Investment analytics should do more than produce numbers.

ScalaQuant was designed to help investment firms turn portfolio and market data into clear, decision-ready analysis, from understanding where returns came from and how portfolios are exposed, to identifying sources of risk and improving investment reporting.

We provide performance, portfolio, risk and investment analytics, supported by the data and technology required to make them reliable and repeatable.

— ANALYTICS

Turn complex market data into actionable investment intelligence with our custom quantitative frameworks and risk modeling tools.

Performance Attribution

Risk Decomposition

Deconstruct portfolio returns across asset classes, benchmark factors, and tactical allocation decisions with precise mathematical attribution models.

Identify tail risk exposures, factor concentrations, and stress-test portfolios against historical market dislocation scenarios.

Factor Modelling

Portfolio Modelling

Isolate systematic market drivers from idiosyncratic manager alpha using multi-factor linear and non-linear risk engines.

Analyse portfolio characteristics, exposures and diversification, and model hypothetical allocation scenarios subject to defined constraints and assumptions.