RTS Ratings Launches Tool for Complexity Rating of Securities

Singapore, 21-st April, 2017. RTS Ratings launches an online tool which allows users to obtain a complexity rating of stocks belonging to a stock universe. RTS Ratings believes that a complexity rating of traded securities is a new, natural and necessary indicator which reflects, in a unique manner, the key characteristic of our times - complexity.

"Highly complex price dynamics means that it is not easy to understand, to forecast and, most importantly, that it can deliver surprises. For this reason, it is useful to know how complex are the components of a universe of stocks from which stocks are picked to construct portfolios", said Dr. J. Marczyk, the Founder and Executive Chairman of Universal Ratings. "The tool, which runs in Amazon WS, may be very easily connected to any data source and enables to analyze the complexity of arbitrary stock universes" he added. "A complexity rating of stocks is fundamental becuase in highly volatile contexts like today, it is often more important to know what not to do in order to preserve wealth" he concluded.

The tool may be tested at no charge and is available at http://www.assetdynex.com/

More information is available on RTS Rating's website.


About RTS Ratings.

Established in 2016, RTS Ratings Pte Ltd is a privately held Singapore-based company. RTS Ratings rates stocks according to complexity. Such ratings allow investors to avoid potentially hazardous stocks which increase volatility, reduce diversification and which may reduce performance.

Press Contact

RTS Ratings Pte Ltd.
190 Middle Road #13-01, Fortune Centre
Singapore 188979

Jacek Marczyk

Visionary, scientist, businessman and writer with over 35 years of experience in QUANTITATIVE large-scale Uncertainty and Complexity Management in diverse fields (manufacturing, finance, economics).

Author of nine books on simulation, uncertainty and complexity management, rating.

Developed in mid 90s the theory of eigenvalue orbits, a generalization of the concept of eigenvalue.

In 2000-2005 has developed the first Quantitative Complexity Theory (QCT), including a comprehensive measure of complexity.

Founded Ontonix Complexity Management in 2005 in the USA and launched in 2006 the first commercial system for MEASURING and managing complexity: OntoSpace.

In 2007 launched first on-line Resilience Rating for businesses, an objective and transparent rating system:


In 2009 delivered real-time technology to measure the complexity and stability of patients during operation or permanence in Intensive Care Units.


Developed a new theory of risk and rating published in 2009 in a book entitled "A New Theory of Risk and Rating".

Over last decade develops quantitative complexity management (QCM) technology and solutions for applications in economics, finance, Risk Rating and Management as well as in Asset Management and medicine. In the past five years works towards the democratization of ratings.

In 2013 he founded London-based Assetdyne, focusing on design of complexity-based high-performance portfolios and complexity-based asset allocation and asset management.


He is currently focusing on creating a new Rating Agency and a fund which will be managed via complexity technology (QCT).