Fund Algorithms
      Deep understanding of fund algorithms

      Bespoke index calculation service

      New fund solutions for income and growth mandates

Coming naturally out of its work on structured products and derivatives modelling, FVC has been involved in assessing and developing a variety of quantitative strategies and techniques for many years.

Our first business line was as an independent index calculation and verification agent for a wide range of vanilla, thematic and algorithmic indices through its index calculation services. Over the last ten years, FVC has handled several hundred indices for several major investment banking clients, building up a comprehensive index calculation capability.

FVC handles a wide variety of indices, focusing on the complex. The strategies that we have already covered include volatility controlled, momentum, indices dependent on fundamental factors, and those linked to options and futures. The underlying assets and parameters on which indices depend include equities and other indices, bonds, futures, options as well as technical indicators and analyst data. We also created structured product indices, used by the UK Structured Product Association.

Building on this experience, FVC has been creating solutions for income or growth seeking funds by some proprietary techniques combining different asset classes. We are working with a number of distribution partners to bring solutions to market. We concentrate on developing easily understood algorithms which have an obvious rationale and strong performance in different market cycles.

These algorithms tend to produce sustainable income or growth at lower volatility over the long term. As such, they are excellent vehicles for income generation or pension drawdown.

We are open to working with new partners to produce bespoke fund ideas which leverage our experience and understanding of investment techniques.

Our services

Stress Testing

Market leading stress testing service Structured EdgeI for structured product due diligence. Complete solution to help clients satisfy FCA and MiFID II requirements

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Full calculation and documentation service to satisfy all PRIIPs requirements. Scalable API solution for structured products and funds backed by regulatory expertise

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Cloud based independent valuation service Nextval for pricing of OTC derivatives and structured products. Flexible, transparent and fully supported

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Structured Edge is the leading research service on structured products for financial advisers. Covers thousands of products for the UK and offshore markets

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Fund Algorithms

Fund algorithms capability developed for quant fund solutions combined with long standing index calculation service specialising in algorithmic indices

Private Debt

Private debt valuation and advisory service Debtval. An innovative comprehensive framework to assess credit, illiquidity and covenants using our valuation expertise

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