WE ARE SYMETRICS

  • AGENT-BASED MODELING
  • REAL-WORLD SCENARIOS
  • REALISTIC RISK/RETURN
  • CLIENTS IN CONTROL

01 AGENT-BASED MODELING

  • Next generation econometric model
  • Cutting edge behavioral algorithms
  • Transparent: no ‘black box' model

02 REAL-WORLD SCENARIOS

  • Regulatory and monetary policy changes
  • Agnostic economic analysis
  • Stress-testing scenarios

03 REALISTIC RISK/RETURN

  • Strategic and tactical portfolio optimization
  • Insight into changing asset valuations 
  • Stress-testing asset portfolios

04 CLIENTS IN CONTROL

  • Increased alertness and preparedness 
  • Identifying shifts in 'rules of the game'
  • Decision-making and compliance protocol

ABOUT US

We are proud to be at the forefront of developing the next generation econometric models. At Symetrics, we are fully committed to modeling adverse effects on asset portfolios from potential geopolitical, economic or monetary shocks. Our people and products help asset managers and institutional investors in their decision making process, guided by the STAR-principle: Stewardship, Transparency, Accountability and Responsibility.

STEWARDSHIP

Trust is cornerstone of partnership
Ethical behavior
Long-term horizon

TRANSPARANCY

Open communication    
No 'black' box model
Methodological disclosure

ACCOUNTABILITY

Acknowledging responsibilities
Answerability
Detailed documentation

RESPONSIBILITY

Integrity
Disclosure
Discretion

WHAT WE DO

We are building SyMath: a new econometric model to enhance performance of assets under management and to assure compliance with regulatory requirements. SyMath is designed to examine both linear and non-linear financial developments in relation to asset portfolios and measure effects of various economic scenarios on returns on investment. By adding behavioral rules and economic structure to SyMath, model output gains relevance while dependency on extensive historical datasets is reduced.     

SYMATH

SyMath is software based on Wolfram Mathematica, a programming language that is commonly used in the world of Academia, but is also very suitable for finance. SyMath’s graphical interface is exceptionally fast, compact and flexible, and has unrivalled computational capabilities. It is capable of linear and non-linear regressions (behavioral science algorithms), efficient frontier analysis and liability analysis, all in real time. With SyMath you can stress-test your investment portfolio under a suite of real-world economic scenarios, hedge portfolio’s for future risks, simulate human investment behavior, measure portfolio performance in terms of various performance indicators and gain insight in the economy and various risk profiles.

SCENARIOS

Thinking in terms of economic scenarios is getting more traction. In formulating scenarios, economic theory or investment beliefs may be useful but they may also cloud judgements due to untenable assumptions or asymmetric information. At Symetrics, we are pragmatically agnostic in that we focus on what monetary, fiscal and real economic policies are about. Whether one associates the financial crisis with secular stagnation, a shortage of safe assets, or an excessive elasticity of financial markets, we condense expert views in forward looking scenarios, integrated in SyMath.

STRESS-TEST

In SyMath, your investment portfolio can be tested in two different ways. The first is based on conventional 'linear' assumptions, i.e. straightforward economic scenarios. SyMath however also allows for non-linear algorithms and can thus be equipped with different ‘behavioral rules’. Rational investors can for example be replaced with naïve, risk averse or trend-following investors. SyMath is unique in its capacity to combine both linear and non-linear approaches, and it is our assertion that this combination allows you to build a much richer insight into your risk profile. It enhances strategic and tactical portfolio optimization significantly.​ SyMath is also very much suited as a model for second opinions and reverse stress-testing clients’ economic scenarios. SyMath simply allows you to substantiate your investment strategy more effectively.

ANALYSIS

Financial professionals around the world recognize the unique nature of the ongoing financial crisis. For Symetrics this is no different. Our team of analysts have analysed the international monetary and financial arrangements and its historical context for decades, each from his own academic field of expertise. Although the financial analysts of Symetrics do not have a specific ‘investment belief’, they have a keen eye on the ‘beliefs’ of market participants. Oftentimes a perceived investment problem can turn out to be a chance, depending on your point of view. Our team of analysts can help you confront and validate economic assumptions and assist you in setting realistic parameters. Besides, our analysts observe changing regulatory environments as well as shifting monetary policies, which can help you fine-tune your strategy to manage risks. 



WHY SYMETRICS

Investment portfolios solely based on historical risk/return ratios may prove inadequately positioned in crisis situations. To avoid a false sense of security, many institutional investors have begun to stress-test their portfolio based on real-world ‘what if’ scenarios. SyMath is uniquely equipped to address this task.
 
Please contact us if you are interested in running a demo of your investment portfolio.
 

Application

Functionality

  • Stress-testing under real-world economic scenarios
  • Hedging portfolio’s for future risks
  • Simulating human behavior
  • Comparing portfolio performance to popular indicators
  • Gaining insight in the economy
  • Analyzing Risk profiles
  • A conscientious protocol for decision-making, accountability and compliance
  • Hybrid Behavioral Vector Auto Regressive (B-VAR) Model
  • Translating economic scenarios into Quantitative models
  • Non-Linear Regressions (Behavioral Science)
  • Efficient Frontier analysis
  • Liability Analysis
  • Efficient real-time analysis
  • Extensive Datasets

PARTNER NETWORK

OUR TEAM

Symetrics is home to a diverse group of highly skilled professionals with strong track records in the financial services industry. Their expertise ranges from econometrics, non-linear economic dynamics, governance & supervision, actuarial sciences, to international economics and political sciences.

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Team Member

SANDER BOON

MANAGING PARTNER

Team Member

MARTIJN VAN ECK

MANAGING PARTNER

Team Member

JOS BERKEMEIJER

MANAGING PARTNER

Team Member

PETER HEEMEIJER

MANAGING PARTNER

CONTACT US

Please feel free to contact us by filling in the contact form. We will reply as soon as possible. For sales inquiries, pricing and conditions please contact our sales representative.

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