Features|Factsheet|Download|Prices|Purchase|Databases|Optimization Techniques|Consulting
Manage, edit and analyze the assets in your software Search for assets satisfying user defined criteria. Compare statistics between assets and user defined peers. Determine style exposure and sensitivity to market and economic factors. Evaluate an aset's alpha and alternative betas. Assign qualitative and quantitative ratings for assets based on user defined criteria. Select assets, leverage, currency for your portfolio. Define your constraints. Perform portfolio optimizations using MVaR, CVaR, Mean Variance, Omega, Correlation or Max Drawdown. Display portfolio optimization statistics. Analyze the impact on the portfolio for changes in asset allocations. Analyze portfolio historical statistics after management and performance fees. Stress test your portfolios under extreme market conditions and "what if?" scenarios. Simulate future asset or portfolio returns.








 
     
  Software Feature
Asset Selection Module Portfolio Construction Module
Portfolio downside risk minimization  
Portfolio management  
Portfolio liquidity management (including quickest Vs cheapest)  
Efficient frontier optimization  
Black-Litterman Optimization to express user confidences in fund returns  
Return attribution versus benchmark  
Out-of-sample optimization  
Fund proxy for short asset
Daily, weekly, monthly data
Fact sheets: Excel + PDF + batch
Stress testing (single factor, two factor, multi factors) with correlation views
Analysis for Long Only assets and portfolios.
What-if scenario
Expected returns models
Simulation (asset, portfolio)
Risk and extreme risks statistics
Robust risk statistics
Omega
Citrix, SQL, XML technology
Bloomberg + Morningstar long-only databases
Free technical & quant support
Hedge funds databases imported automatically from the web
Asset search
Microsoft SQL database
Style analysis with Kalman Filter (with Jumps)
Fund ratings (Quant. + Qual + Ops)  
Fund alpha and alternative betas  
Exposure to economic factors  
       



 
  • Daily, weekly, monthly frequency portfolios
  • Portfolio risks and extreme risks
  • Portfolio construction with extreme risks minimization and
  • Liquidity Optimization and Portfolio Management with Liquidity Ladders.
  • Portfolio construction without optimization
  • Multi-factor Stress testing
  • Customized Excel and PDF fact sheets, batch reports
  • Hedge fund index returns forecasts
  • Hedge fund returns forecasts
  • Tactical Asset Allocation
  • Proven results and Alpha generation
  • Replicate hedge fund indices with 100% transparency and daily liquidity
  • Bull and Sell recommendations using futures, mutual funds or ETFs.