Performance Analytics Inc Information

Performance Analytics, based in Boston, works with managers at hedge funds, pensions, endowments, mutual funds and other asset management firms to improve risk-adjusted returns through proven, quantitative models. The PAR Models have been in development for over eight years and provide access to access to sophisticated, proprietary modeling techniques to investment managers of all sizes. PA's tactical asset allocation research guides asset managers with specific equity markets short-term return forecasts and specific attribution factors for those forecasts. The PAR Model™ is a factor model that we use to forecast equity returns over a six-month period. The model is based on a dynamic multi-factor regression of S&P; 500 returns over economic, valuation, and market variables. Factors are chosen automatically each month based on their statistical significance from the initial set of 22 factors that have proven to be significant over time. Specialties Tactical asset allocation, Equity return forecasts, Equity markets research, Strategic asset allocation