Fintech for Strategic Planning Investment Backtesting Distribution Expansion Capital Optimization
For financial professionals and SMEs
Flexible and Modular Fintech Solutions
Quant Based Fintech Solutions
Our fintech software are built from empirical researches and Nobel Prize winning methodologies such as Harry Markowitz’s Mean-Variance optimization and William Sharpe’s Capital Asset Pricing Model and Sharpe ratio.
Powered by Quantitative Science
Uses multi-dimensional vectorization to create probabilistic loss on risk managements and security valuations. Use scientific approach for rule-based portfolio management and descriptive expectation of risks and returns.
A Scientific Workflow for Your Financial Management
“It’s no use going back to yesterday, because I was a different person then.”
Alice, Alice in Wonderland by Lewis Carroll
At Synertree, we aim to help you make different mistakes from yesterday.
Customized Portfolio Management Services