INVESTIMIZER

Invest. Optimize.

Investimizer ™

High Performance Solutions for Modern Investment Management

 
 
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Next Generation Tools for Investment Management

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Superior Portfolio Optimization Methodology

Building on impressive track records in the leading investment institutions in the world, Investimizer applies High Performance Computing (HPC) techniques to portfolio optimization and other highly quantitative aspects of investment management

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Powerful Numerical Framework

Utilizes Monte Carlo- and HPC - based methods for robust convex optimization, without which solutions tend to be unstable, to the point of entirely offsetting the benefits of diversification

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High-End Computational Solution

Applies highly optimized code for efficiently running in clusters. Reproducing a similar setup is extremely costly even for largest investment management institutions

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Pool of Alternatives for Portfolio Optimization

Instead of “prophesizing” a specific optimization strategy, a proprietary approach enables to precisely choose the best suited model for any given optimization problem from a pool alternative optimization engines

 

 

Meet Our Team

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Marsha Lipton, CEO

Phd and mba, University of chicago

  • Managing Partner of Numeraire Financial

  • 20+ years of capital markets experience

  • Former Managing Direcotr of JPMorgan Chase

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Alex Lipton, CIO

PhD, Connection Science Fellow at MIT, Visiting Professor and Dean’s Fellow at the Hebrew University of Jerusalem, Chief Technical Officer at SilaMoney

  • 20+ years in senior quantitative roles at BofA, Citadel, Credit Suisse and Deutsche Bank

  • 25+ years in senior academic positions at Hebrew University of Jerusalem, EPFL (Switzerland), Oxford, Imperial College, and University of Illinois

  • World-renowned expert in applied mathematics and quantitative finance. Author of 5 monographs and more than 100 papers

  • First recipient of the “Quant of the Year Award” from Risk Magazine (2000)

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Marcos Lopez de Prado, Executive Board Member

phd, professor of practice at cornell university’s school of engineering. cio of true positive technologies

  • 20+ years in senior quantitative roles at BBVA, UBS, Citadel, and Tudor

  • Founder of Guggenheim Partners’s Quantitative Investment Strategies business, and ML group at AQR Capital Management

  • World-renowned expert in ML techniques in quantitative finance. Author of “Advances in Financial Machine Learning” (Wiley, 2018), and “Machine Learning for Asset Managers” (Cambridge, forthcoming)

  • Recipient of the “Quant of the Year Award” from The Journal of Portfolio Management (2019)