Risk Management

Lucror analytics

Stay ahead of changes in credit quality

  • Factor-driven early-warning signals of impending shifts in issuer credit quality
  • Daily email with red-flags of significant market-implied credit quality changes
  • Heatmap and birds-eye view to track the evolution of your portfolio’s credit quality
  • Prompts to adjust portfolio ahead of impending quality shifts and avoid blowups
Lucror Analytics A systematic quantitative investment approach minimizes human biases and errors. We built SQN to instill consistency and discipline in portfolio management. Our extensive testing and real world validation show that SQN’s data-driven investment approach leads to robust performance within selected risk parameters. Cheryl Lim Quantitative Strategist at Lucror Analytics
The C-Score

Anticipate probable shifts in issuer credit quality through changes in the C-Score

Significant changes in issuer C-Scores signal possible shifts in credit quality

SQN’s Portfolio Dashboard offers a near real-time bird's eye view of credit quality changes across various time periods, as measured by the issuer C-Score. Significant changes of 1, 2 or 3 standard deviations signal possible imminent credit quality shifts.

Effective risk management through system-generated daily alerts

SQN's automated daily email alerts summarize C-Score changes within each portfolio and highlight issuers with significant C-Score changes which require attention and possible preemptive action.