tetralog Methods

tetralog expands conventional formal models, concepts and algorithms to an interdisciplinary and holistic advisory approach by integrating robust findings and expertise from mathematics, statistics, economics and psychology.

Soft facts hardened

In 1995 tetralog introduced a scientific questionnaire to measure the risk personality of private investors to enable a truly client-oriented advice. The methodology has been refined ever since with more than 120.000 profiles from 7 different socio-cultural samples (countries). Other soft variables, e.g. the appropriateness of investments or a client’s delegation level can be operationalized, measured and integrated into the advisory workflow.

Modern portfolio theory

Modern portfolio theory and the findings of Markowitz, Sharpe and Miller are the baseline for systematic diversification and the definition of investment portfolios.
tetralog applies those Nobel prize rewarded insights to centrally steer and control asset allocations, financial instrument selection, the definition of portfolio structures and the holistic advisory workflow.

MiFID – embrace regulation!

The Markets in Financial Instruments Directive (MiFID) requires the collection, evaluation and documentation of client objectives and advisory recommendations.
A properly defined and integrated MiFID compliant profiling process and product offering logic can leverage client retention. If tedious paper work is reduced and complex algorithms are handled by smart advisory solutions, there’s more time for building relations with the client.

Software Engineering and QA

tetralog deploys modern agile methods and continuous integration. Proprietary libraries of functional code and reusable web services are maintained to speed development processes. Flexible scrum teams of in-house and remote software engineers deliver projects. tetralog QA deploys contemporary methods as to adapt the TMAP Test Management approach to agile environments.