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Database |
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| Portfolio Construction
Module |
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| - Daily, weekly,
monthly data |
| - Supports MS SQL
databases for sharing data |
| - Free
Russell Indices |
| - Free MS SQL CE
database |
| - Database XML
Integration tool |
| - Customizable
fields |
| - Ability to import
and export custom fund information |
| - Import/Export
data using Excel |
| - Online Database
Updates |
| - Proxy asset
returns |
| - Quick asset
statistics |
| - Powerful Asset
Analysis |
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| - Daily, weekly, monthly data |
| - Store manager meeting notes & research |
| - My Clients, a CRM arena |
| - Assign Risk Management Flags |
| - Fund risks and extreme risks |
| - Easy-to-use peer grouping with rolling
statistics |
| - Fund Quantitative + Qualitative +
Operational Ratings |
| - Alpha and alternative betas
computation |
| - Style analysis with Kalman Filter |
| - Stress testing (single factor,
multi-factors with correlation views) |
| - Excel & PDF fact
sheets |
| - Fully customized and automated reports |
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| - Daily, weekly, monthly data |
| - Free Russell indices |
| - Portfolio risks and extreme
risks |
| - Black-Litterman Optimization -
express user expected return confidences |
| - Portfolio construction with extreme
risks minimization, liquidity
optimization and drawdown minimization |
| - Portfolio construction with equal
contribution to volatility for each asset |
| - Portfolio construction during only
financial crisis |
| - Manual Portfolio Construction |
| - Portfolio Management with enhance
liquidity analysis |
| - Cheapest Vs Quickest liquidity
analysis |
| - Stress testing (single factor,
multi-factors with correlation views, with regressed
returns) |
| - Excel and PDF fact
sheets | |
| - Hedge fund index returns
forecasts |
| - Hedge fund returns forecasts |
| - Tactical Asset
Allocation | |
| - Replicate hedge fund indices with
ETFs or futures |
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Asset Selection Module |
Portfolio Construction Module
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Return Forecast Module |
Replication Module |
| Portfolio downside risk
minimization |
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| Portfolio management |
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| Portfolio liquidity management
(including quickest Vs cheapest) |
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| Efficient frontier optimization |
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Black-Litterman Optimization to express user confidences in fund returns |
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Return attribution versus benchmark |
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| Out-of-sample optimization |
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| Fund proxy for short asset |
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| Daily, weekly, monthly data |
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| Fact sheets: Excel + PDF + batch |
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| Stress testing (single factor, two
factor, multi factors) with correlation views |
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Analysis for Long Only assets and portfolios. |
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| What-if scenario |
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| Expected returns models |
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| Simulation (asset, portfolio) |
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| Risk and extreme risks statistics |
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| Robust
risk statistics |
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| Omega |
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| Free MSCI + Russell indices |
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| Citrix, SQL, XML technology |
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| Bloomberg + Morningstar long-only
databases |
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| Free technical
& quant support |
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| Hedge funds databases imported
automatically from the web |
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| Asset search |
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| Microsoft SQL database |
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| Style analysis
with Kalman Filter (with Jumps) |
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| Fund ratings
(Quant. + Qual + Ops) |
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| Fund alpha and alternative betas |
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| Exposure to economic factors |
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| Hedge fund index returns
forecasting |
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| Hedge fund returns forecasting |
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| Tactical asset allocation |
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| Replicate hedge fund index |
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| Replicate fund of hedge funds |
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Software fully coded in C# and .Net |
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