Products and services

Products and services

  • Data: monthly price indices
  • Code: R package recomputes all results and rebuilds this Hugo website each month
  • Studies: custom applications of the model to attribute past performance across risk drivers
  • Forecasts: projections of likely bands of price performance of area/district/sector under scenarios
  • Analytics: Meucci’s Advanced Risk and Portfolio Management (ARPM) quant toolbox applied to this asset class
  • Blog and comment: interpretation of the results and relation to current themes
  • Proof statement: demonstration of attractive pricing accuracy relative to competitor indices

Specific offerings

  • R Code
    • index estimation package with seasonal adjustment, shrinkage, PCA filter, and cross-validation
    • comprehensive performance and risk analytics and custom functions
    • look at the code - expert review of the structure and maintainability
  • Data and analytical results
    • indices: sample
    • risk models, copula, optimisation, ARPM methodology
    • price-paid to EPC floor area identifier relational table
    • relation to published econometric models and other datasets
  • Content provision: analytically based comment and discussion suitable for guest blog etc
    • the latest turning point and prime London
    • current attractive prospects in selected lowest-priced areas
    • rail infrastructure impact: timing, magnitude and risk
    • event studies e.g. fracking, earthquakes, and flood risk
    • relative performance of new-build compared to first-resale

Anest actively seeks ventures, partners, and projects with business and academic teams.