Case Study: Fischer Francis Trees & Watts achieves faster, more reliable systematic investment strategies with MathWorks (MATLAB)

Fischer Francis Trees & Watts Defines and Evaluates Systematic Investment Strategies

Fischer Francis Trees & Watts (FFTW), the global fixed‑income manager within BNP Paribas Investment Partners, needed to speed and standardize the definition and evaluation of systematic investment strategies. Analysts relied on spreadsheets and disparate tools, which caused duplicated effort, slow backtesting and a risk of overfitting; FFTW turned to MathWorks' MATLAB and its toolboxes to provide a common, flexible platform for research and model development.

Using MathWorks' MATLAB along with Datafeed Toolbox, Database Toolbox, Financial Toolbox and Statistics and Machine Learning Toolbox, FFTW built a data ingestion, cleaning, modeling and backtesting framework with a graphical interface to visualize results and compare strategies against hundreds of randomized portfolios. The MathWorks‑based solution cut backtest analysis time from days to minutes, enabled consistent, reliable strategy assessment across multiple asset classes, and helped the firm deploy profitable systematic strategies.

Fischer Francis Trees & Watts

Ben Steiner

Senior Quantitative Researcher