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H2O Consulting Corporate Presentation (2014)


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H2O Consulting is a risk analytics firm with operations in Lugano (Switzerland), specialized in Quantitative Finance, Risk Management, Behavioral Finance and Sentiment Analysis solutions.

We are passionate about innovation and Swiss tradition, creating concrete values and delivering superior quality.

We compete on the market with our awareness, enthusiasm and commitment to our clients.

We believe that our staff is the greatest resource in accomplishing our vision, mission, and goals.

Published in: Business, Economy & Finance
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H2O Consulting Corporate Presentation (2014)

  1. 1. Company Profile
  2. 2. Important Disclaimer All material contained in this presentation is for private use and personal enjoyment only. You may not distribute, modify, transmit, reuse, re-post, or use the content of this presentation for any public or commercial purposes. All Content, Images, and Information contained in this presentation is ©Copyright 2014 H2O Consulting. All information featured in the presentation slides remain the intellectual property of H2O Consulting. This presentation and its contents are Copyright (c) H2O CONSULTING 2014. ALL RIGHTS RESERVED.
  3. 3. Innovation from Swiss tradition H2O Consulting H2O Consulting Lugano (Switzerland) 3
  4. 4. Our Mission The Economist (#1) «The Lottery of Life» Quality of life …is to combine Innovation with Swiss Tradition World Economic Forum (#1) Competitivity Web Index (#6) Impact of the Web by country 2 Svizzera Suisse Schweiz 4 Svizra
  5. 5. About Us  We found in H2O Consulting the ideal partner for ICT outsourcing, a dynamic and reliable firm that can create personalized services based on the client’s needs. Carlo Regondi, Managing Partner A.M.&C. Finance 2 5
  6. 6. Business Model H2O Business Model Key Partners Key Activities Value Proposition Customer Relationship Customer Segments Universities Financial Institutions Business Developers Quantitative Finance Risk Management Sentiment Analysis Behavioral Finance Project Management Innovation Swiss Tradition Blue Ocean Strategy R&D Academic Collaboration Dedicated Relationship Customer Oriented Banking Industry Banks Independent Asset Manager Bankers Industry Accessibility & Convenience Key Resources “Getting the Job Done” Risk Advisor® for Finance H2O Sentiment Analysis® Proprietary Algorithms Quantitative Models Channels Regional Presence Global Network Cost Structure Revenue Streams General and Administrative (G&A) Marketing & Brand Promotion R&D Costs Personnel Enterprise Product Sales Project Management Consulting & Training Teaching & Research 6
  7. 7. Blue Ocean Strategy 10 Offering level 8 6 4 2 0 Competing factors H2O Consulting Red Ocean Competitors H2O Consulting © 2013 All Rights Reserved
  8. 8. Our Business 8
  9. 9. Our Business Senior Manager Templates Middle Manager Enterprise Support Systems (ESS) Decision Support Systems (DSS) Management Information Systems (MIS) Strategic Level Management Level 2 Transaction Processing Systems (TPS) Operations Manager Front Office Operations Level Risk Portfolio Relationship Management Management Manager BANKS SGR SIM INDIPENDENT ASSET MANAGER BANKERS 9
  10. 10. RiskAdvisor® for Finance RiskAdvisor® for Finance A Financial Platform that Combines Modern Portfolio Theory with Behavioral Portfolio Theory Modern Portfolio Theory (MPT) Markowitz (1952) Behavioral Portfolio Theory (BPT) Shefrin, Statman (2000) 10
  11. 11. Share price dynamics based on Brownian Geometric Motion (BGM) & Monte Carlo simulation (MCS) Short sales allowed/not allowed Risk-free investment and debt allowed Efficient Frontier & Area Graph What-if Analysis Markowitz model (MVO) Black-Litterman model (BL) Value-at-Risk Risk Parity Approach Sharpe/Sortino/Treynor Ratio European Option Pricing: Black-Scholes Model Asset Allocation Backtesting & Stress test Simple Moving Average European Option Pricing: Jump Diffusion Model Exponentially Weighted Moving Average (EWMA) Volatility estimation US Options Pricing: Binomial Model Option pricing US Options Pricing: LongstaffSchwartz Algorithm H2O Risk Advisor® GARCH Model Implied volatility Market equilibrium models 2 Exotic Options Pricing Sensitivity and Greeks Delta hedging Bond pricing Capital Asset Pricing Model (CAPM) Arbitrage Pricing Theory (APT) Immunization Perfect matching (Dedication) DCF Model (Discount Cash Flow) Duration Macaulay Quasimodified Convexity Spot rate estimation Bootstrapping Haugen (1997) 11 Modigliani & Miller (Proposition I and II) Capital Budgeting (NPV, WACC)
  12. 12. RiskAdvisor® for Finance Enhance risk/return with optimization and diversification 12
  13. 13. H2O Sentiment® Analysis Financial Markets are not purely rational and emotions play a large part in stock pricing. We provide financial analysis for investors to discover, react and respond to market opinions. H2O Sentiment Analysis We monitor the sentiment data in real time of your favorite stock or index. We employ a novel way to capture and quantify sentiment based on authors’ credibility, namely tracking the accuracy of past recommendations. 13
  14. 14. H2O Sentiment® Analysis Web Crawling Technology Data Processing Semantic Analysis Trust Calculation Online News Aggregation Social Media Classification Algorithm Sentiment Sources Individual Recommendation Message Board 14 Social Intelligence
  15. 15. H2O Sentiment® Analysis Track Real-Time Sentiment Analysis On Your Mobile Device 15
  16. 16. Thank you H2O Consulting © 2014 All Rights Reserved