Company Profile

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H2O Consulting

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H2O Consulting

Lugano (Switzerland)

www.h2oconsulting.ch

In

no

va

tio

n f

rom

Sw

iss t

rad

itio

n

info@h2oconsulting.ch

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Web Index (#6)

Impact of the Web by

country

World Economic Forum (#1)

Competitivity

The Economist (#1)

«The Lottery of Life»

Quality of life

Our Mission

Svizzera Suisse Schweiz Svizra

…is to combine Innovation with Swiss Tradition

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We found in H2O Consulting the ideal partner for ICT outsourcing, a dynamic

and reliable firm that can create personalized services based on the client’s

needs.

Carlo Regondi, Managing Partner A.M.&C. Finance

About Us

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Business Model

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H2O Business Model

Key Partners Key Activities Value Proposition Customer Relationship Customer Segments

Universities Quantitative Finance Innovation Dedicated Relationship Banking Industry

Financial Institutions Risk Management Swiss Tradition Customer Oriented Banks

Business Developers Sentiment Analysis Blue Ocean Strategy Independent Asset Manager

Behavioral Finance R&D Bankers

Project Management Academic Collaboration Industry

Accessibility & Convenience

Key Resources “Getting the Job Done” Channels

Risk Advisor® for Finance

H2O Sentiment Analysis® Regional Presence

Proprietary Algorithms Global Network

Quantitative Models

Cost Structure Revenue Streams

General and Administrative (G&A) Enterprise Product Sales

Marketing & Brand Promotion Project Management

R&D Costs Consulting & Training

Personnel Teaching & Research

Blue Ocean Strategy

H2O Consulting © 2013 All Rights Reserved

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Competing factors

H2O Consulting Red Ocean Competitors

Our Business

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Templates

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Operations Level

Management Level

Strategic Level

Front Office Risk

Management

Portfolio

Management

Relationship

Manager

Operations Manager

Middle Manager

Senior Manager

BANKS SGR SIM INDIPENDENT ASSET MANAGER BANKERS

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Enterprise Support Systems (ESS)

Decision Support Systems (DSS)

Management Information Systems (MIS)

Transaction Processing Systems (TPS)

Our Business

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Modern Portfolio Theory (MPT)

Markowitz (1952)

Behavioral Portfolio Theory (BPT)

Shefrin, Statman (2000)

RiskAdvisor® for Finance A Financial Platform that Combines Modern Portfolio Theory with

Behavioral Portfolio Theory

RiskAdvisor® for Finance

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H2O Risk Advisor®

Option pricing

Volatility estimation

Market equilibrium

models

Bond pricing

Asset Allocation

Markowitz model (MVO) Efficient Frontier & Area Graph

Risk Parity Approach

Sensitivity and Greeks

European Option Pricing: Black-Scholes Model

European Option Pricing: Jump Diffusion Model

US Options Pricing: Binomial Model

Exotic Options Pricing

Delta hedging

Share price dynamics based on Brownian Geometric Motion (BGM)

& Monte Carlo simulation (MCS)

Simple Moving Average

Exponentially Weighted Moving Average (EWMA)

GARCH Model

Implied volatility

DCF Model (Discount Cash Flow) Spot rate estimation

Duration

Convexity

Perfect matching (Dedication)

Immunization

Short sales allowed/not allowed

Risk-free investment and debt allowed

Macaulay

Quasi-modified

US Options Pricing: Longstaff-Schwartz Algorithm

Black-Litterman model (BL)

Capital Asset Pricing Model (CAPM)

Modigliani & Miller (Proposition I and II)

Capital Budgeting (NPV, WACC)

Bootstrapping

Haugen (1997)

Arbitrage Pricing Theory (APT)

Value-at-Risk

Sharpe/Sortino/Treynor Ratio Backtesting & Stress test

What-if Analysis

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Enhance risk/return with optimization and diversification

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RiskAdvisor® for Finance

H2O

Sentiment Analysis

H2O Sentiment® Analysis

We provide financial analysis for investors

to discover, react and respond to market

opinions.

We monitor the sentiment data in real time

of your favorite stock or index.

We employ a novel way to capture and

quantify sentiment based on authors’

credibility, namely tracking the accuracy of

past recommendations.

Financial Markets are not purely rational and emotions play a

large part in stock pricing.

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Trust Calculation

Sentiment

Individual Recommendation

Aggregation Social Media

Online News

Message Board

Sources Social

Intelligence

Web Crawling Technology

Data Processing

Semantic Analysis

Classification Algorithm

H2O Sentiment® Analysis

Track Real-Time Sentiment Analysis On Your

Mobile Device

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H2O Sentiment® Analysis

H2O Consulting © 2014 All Rights Reserved

Thank you