When asked “What will financial markets do?”, Warren Buffet famously said: “Financial markets will fluctuate.”
Probability & Partners provide solutions to problems where market risk plays an important role.
Services and vision
- We build and validate market risk models.
- We believe in cross-fertilization between model building and model validation.
- We have expertise in all major asset classes: Equity, Commodity, Interest Rates and FX.
- We assess models’ compliance with regulatory requirements.
Examples of expertise
- Derivaties pricing.
- Initial margin modelling for CCPs and clearing members.
- Asset and Liability Management (ALM).
- Interest rate and inflation risk.
- Energy markets and derivatives.
- XVA modelling (CVA, DVA, MVA).
Quantitative Investment Strategies
“Plan for the future because that’s where you are going to spend the rest of your life,” as Mark Twain famously said.
At Probability, we advise you on cutting egde but also on straightforward investment strategies.
Our focus is on
- ESG (environmental, social, governance) investing.
- News and social media sentiment analysis for investment and trading.
- Simple, easy-to-understand asset allocation and stock selection.
Our unique perspective
- Objective and data-driven approach to investment decisions.
- Excellent academic expertise and track record in sentiment analysis for finance.
- Deep understanding of investment opinions and the needs of our clients.
2806 XB GOUDA
Visiting address Gouda
Visiting address Amsterdam
Joop Geesinkweg 501, Amsterdam
+31 6 1988 3471
+31 6 3735 3750
+31 6 105 667 86