Consultancy on factor based Risk Model for Portx Ltd

Activity: Consultancy, spin-outs, CPD & licensingConsultancy & ServicesResearch


First, Aleksey Kolokolov conducts a theoretical evaluation of the model from the point of view of modern econometrics practices of factor models. Second, based on the data provided by the customer, Aleksey Kolokolov conducts a statistical analysis of the adequacy of model assumptions. The main goal is to find potential mistakes in the methodology, to suggest best practices and industry-standard statistical tests to automate the identification of potential errors or violation of statistical assumptions in the procedure, to find contradictions to the existing literature, to suggest potential ways for improvement and extension (if required). The results of the analysis are delivered to the customer in a form of oral consultation and via email.
Period17 May 202231 Aug 2022
Work forPortX Ltd, United Kingdom
Degree of RecognitionLocal