Products

Among our clients we count asset managers, insurance companies, pension funds, hedge funds, family offices.

RESEARCH

We perform conjuncture analysis of the main macroeconomic data releases and events. We forecast inflation and the prices of the main fixed income assets of the Pacific Alliance. Our clients include trading desks, asset managers, insurance companies, pension funds, hedge funds and family operated businesses.

We deliver periodic reports with analysis, charts and tables of the main macroeconomic releases. This coverage is aimed at market agents and investors who want to be on top of macroeconomic developments through an independent view.
Using quantitative techniques and a fundamental approach to markets, we build scenarios for inflation and the main fixed income assets prices of the Pacific Alliance. We disclose the assumptions and fundamentals that support our different scenarios. We also identify short and long-term investment opportunities that we follow up generating a transparent track record. We currently cover Chile and Colombia.

PACÍFICO API

Gain access in a functional way to asset pricing and forecasts of the Pacific Alliance markets through an Application Programming Interface (API). We build our pricing models based on a rigorous and transparent methodology that ensures consistency between underlying assets and their derivatives. The API downloads pertinent economic and financial data not only have the ability to access real time market asset prices, but also to carry out prospective analysis based on different macroeconomic scenarios prepared by our highly qualified team.

Our solution is cloud-based using cutting-edge technology. Our API provides quick and easy access to our forecasts, allowing optimal integration with our clients’ processes.
Our pricing methodology is documented in the first book on Latin American Financial Conventions by Jacques Burrus.
We deliver an accurate estimate of the market’s value of assets. Pacífico API allows you to stress test your LATAM portfolio under different macroeconomic scenarios.

CONSULTING

We build solutions to support the investment process according to the client's needs. Our team has a strong background in quantitative methods, macroeconomics and financial engineering, as well as many years of experience in LATAM markets. Some of our services are:

They are held in person or by videoconference, on a monthly, bi-monthly, quarterly or semi-annual basis. The topics are decided together with the client.
We have experience building general equilibrium macroeconomic models, portfolio optimization models and strategic asset allocation models. We design customized quantitative models using frontier knowledge.