H2O Consulting is a risk analytics firm with operations in Lugano (Switzerland), specialized in Quantitative Finance, Risk Management, Behavioral Finance and Sentiment Analysis solutions. We are passionate about innovation and Swiss tradition, creating concrete values and delivering superior quality. We compete on the market with our awareness, enthusiasm and commitment to our clients. We believe that our staff is the greatest resource in accomplishing our vision, mission, and goals.

1. Company Profile

2. Important Disclaimer
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©Copyright 2014 H2O Consulting. All information featured in the presentation
slides remain the intellectual property of H2O Consulting.
This presentation and its contents are Copyright (c) H2O CONSULTING 2014. ALL RIGHTS RESERVED.

3. Innovation from Swiss tradition
H2O Consulting
H2O Consulting
Lugano (Switzerland)
www.h2oconsulting.ch
info@h2oconsulting.ch
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4. Our Mission
The Economist (#1)
«The Lottery of Life»
Quality of life
…is to combine Innovation with Swiss Tradition
World Economic Forum (#1)
Competitivity
Web Index (#6)
Impact of the Web by
country
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Svizzera
Suisse
Schweiz
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Svizra

5. About Us

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
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6. Business Model
H2O Business Model
Key Partners
Key Activities
Value Proposition
Customer Relationship
Customer Segments
Universities
Financial Institutions
Business Developers
Quantitative Finance
Risk Management
Sentiment Analysis
Behavioral Finance
Project Management
Innovation
Swiss Tradition
Blue Ocean Strategy
R&D
Academic Collaboration
Dedicated Relationship
Customer Oriented
Banking Industry
Banks
Independent Asset Manager
Bankers
Industry
Accessibility & Convenience
Key Resources
“Getting the Job Done”
Risk Advisor® for Finance
H2O Sentiment Analysis®
Proprietary Algorithms
Quantitative Models
Channels
Regional Presence
Global Network
Cost Structure
Revenue Streams
General and Administrative (G&A)
Marketing & Brand Promotion
R&D Costs
Personnel
Enterprise Product Sales
Project Management
Consulting & Training
Teaching & Research
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7. Blue Ocean Strategy
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Offering level
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6
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2
0
Competing factors
H2O Consulting
Red Ocean Competitors
H2O Consulting © 2013 All Rights Reserved

8. Our Business
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9. Our Business
Senior Manager
Templates
Middle Manager
Enterprise Support
Systems (ESS)
Decision Support
Systems (DSS)
Management Information
Systems (MIS)
Strategic Level
Management Level
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Transaction Processing
Systems (TPS)
Operations Manager
Front Office
Operations Level
Risk
Portfolio
Relationship
Management Management Manager
BANKS SGR SIM INDIPENDENT ASSET MANAGER BANKERS
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10. RiskAdvisor® for Finance
RiskAdvisor® for Finance
A Financial Platform that Combines Modern Portfolio Theory with
Behavioral Portfolio Theory
Modern Portfolio Theory
(MPT)
Markowitz (1952)
Behavioral Portfolio
Theory (BPT)
Shefrin, Statman (2000)
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11. Share price dynamics based on
Brownian Geometric Motion (BGM)
& Monte Carlo simulation (MCS)
Short sales allowed/not allowed
Risk-free investment and debt allowed
Efficient Frontier &
Area Graph
What-if Analysis
Markowitz model (MVO)
Black-Litterman model (BL)
Value-at-Risk
Risk Parity Approach
Sharpe/Sortino/Treynor
Ratio
European Option Pricing:
Black-Scholes Model
Asset
Allocation
Backtesting & Stress test
Simple Moving Average
European Option Pricing:
Jump Diffusion Model
Exponentially
Weighted Moving
Average (EWMA)
Volatility
estimation
US Options Pricing:
Binomial Model
Option
pricing
US Options Pricing: LongstaffSchwartz Algorithm
H2O Risk
Advisor®
GARCH Model
Implied volatility
Market
equilibrium
models
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Exotic Options Pricing
Sensitivity and Greeks
Delta hedging
Bond pricing
Capital Asset Pricing
Model (CAPM)
Arbitrage Pricing
Theory (APT)
Immunization
Perfect matching (Dedication)
DCF Model (Discount
Cash Flow)
Duration
Macaulay
Quasimodified
Convexity
Spot rate estimation
Bootstrapping
Haugen (1997)
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Modigliani & Miller
(Proposition I and II)
Capital Budgeting
(NPV, WACC)

12. RiskAdvisor® for Finance
Enhance risk/return with optimization and diversification
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13. H2O Sentiment® Analysis
Financial Markets are not purely rational and emotions play a
large part in stock pricing.
We provide financial analysis for investors
to discover, react and respond to market
opinions.
H2O
Sentiment Analysis
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.
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14. H2O Sentiment® Analysis
Web Crawling
Technology
Data
Processing
Semantic
Analysis
Trust
Calculation
Online News
Aggregation
Social Media
Classification
Algorithm
Sentiment
Sources
Individual
Recommendation
Message Board
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Social
Intelligence

15. H2O Sentiment® Analysis
Track Real-Time Sentiment
Analysis On Your
Mobile Device
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16. Thank you
H2O Consulting © 2014 All Rights Reserved