One connected stack for
systematic investment workflows.
MethodTech connects risk modelling, alpha creation, portfolio construction, strategy testing, analytics, and wealth portfolio intelligence into one workflow for modern investment teams.
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Risk Model
Understand Risk
Alpha Machine
Build Signals
Portfolio Construction
Optimise Portfolios
Strategy Builder
Test Strategies
Wealth Management
Serve Clients
Analytics
Explain Outcomes
Products
How MethodTech Fits Into the Investment Process
Risk Model
Alpha Machine
Portfolio Construction
Strategy Builder
Analytics
Wealth Management
See the hidden exposures behind every portfolio.
MethodTech’s Risk Model helps investment teams understand where portfolio risk is really coming from. It decomposes every portfolio across market, style, industry, and stock-specific drivers, so teams can measure exposures, control unintended risks, and make better portfolio decisions before those risks show up in performance.
Every portfolio carries more risk than the names on the screen suggest.
A fund may look diversified by stock count, but still be crowded into the same style factors, exposed to the same industries, or dependent on a small number of stock-specific bets. MethodTech’s Risk Model turns that hidden structure into a clear, measurable risk map.
Teams can analyse beta, factor exposures, industry concentration, predicted risk, idiosyncratic risk, and factor contribution through one consistent framework. The same risk lens then flows into portfolio construction, strategy design, backtesting, and analytics.
Curated Data Layer
A continuously expanding, survivorship‑bias‑free warehouse of point‑in‑time market data covering prices, fundamentals, and corporate actions, normalised into one schema for frictionless modelling.
300M+ Records
2012-Today History
Real-time APIs
Multi-Factor Risk Model
Pinpoint true risk drivers with an orthogonal factor architecture that separates country, style, and industry exposures, feeds dynamic covariances, and delivers clear factor-impact attribution for precise hedging.
40+ Factors
Daily Refresh
Stress-Test Ready
3.
Portfolio Construction
Turn insights into investable portfolios. Combine rules-based weighting with mean-variance optimization, respect liquidity and sector limits, and export mandate-compliant order files ready for next-day execution.
Liquidity & Caps
Rules or MV-opt
T+1 Trade Files
What It Helps You Do
Decompose portfolio risk across market, style, industry, and idiosyncratic drivers
Identify unintended exposures before they dominate portfolio outcomes
Track beta, factor tilts, sector concentration, and stock-specific risk
Use risk model outputs as constraints inside Portfolio Construction and Strategy Builder
Explain performance and risk through a consistent attribution framework
How It Works
Load a portfolio, strategy, stock, or benchmark
Measure exposures across market, style, and industry factors
Separate factor risk from stock-specific risk
Track predicted risk, contribution to risk, and exposure changes over time
Use the outputs to construct, constrain, backtest, and explain portfolios