OUTSIDE THE REGION
OUTSIDE THE REGION
Daiwa Europe, a subsidiary of Daiwa Securities based in London, has built a portfolio optimisation system for Japanese stocks and equity derivatives based on an optimisation engine from U.S.-based MathWorks. Daiwa is using the application in London to balance its portfolio of Tokyo Stock Exchange stocks and stock index futures, according to D&IS sister publication Derivatives Engineering & Technology. The optimisation engine uses Mathworks' Matlab Toolbox, mathematical software originally
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