Home | DazRisk

DazBeta: Coincidence

by Peter | January 20, 2011 | DazBeta, Featured | 0 Comments

Coincidence is a more usable alternative to Correlation for measuring the relationship between returns in extreme markets.

DazShift: Regime Shift Analysis

by PNCD | March 1, 2012 | DazShift, Featured | 0 Comments

DazShift is a tool to analyze a data series, typically returns, for fundamental shifts in the levels of averages or dispersions. It allows a chief investment officer or an investor to monitor the stability of the investment process. Premise The premise is very...

DazBeta: Partial Natural Beta and Correlation

by Peter | December 29, 2010 | DazBeta, Featured | 0 Comments

Partial Natural Beta and Correlation provide more usable estimates of the relationships between returns.

DazStat: Non-Parametric Standard Deviations and Annualized Volatility

by Peter | January 24, 2011 | DazStat, Featured | 0 Comments

Non-parametric Standard Deviation provides a consistent measure of risk regardless of the distribution of returns.

DazBeta: Vice and Virtue

by Peter | February 7, 2010 | DazRatio, Featured | 0 Comments

Vice and Virtue measure the added value of a marginal investment relative to its critical impact on the portfolio drawdowns.

DazRisk is a site for the activities of Peter N.C. Davies. These activities fall into two categories: consulting services and software tools.

Peter is available to provide consulting services for financial risk analysis, performance management, investment analysis and reporting. More information can be found here.

Daz is a collection of software tools to empower the analysis of financial risk and performance. More information can be found here.

Both Davies Risk Services and Daz are founded on Peter’s experience and expertise as a trader, risk expert and practitioner. More information can be found here.