Quant Platform Print E-mail
Quant Platform presents the most advanced set of quantitative tools covering a broad range of tasks in hedge fund risk assessment and portfolio composition. Based on the Value-at-Risk and high moments methodologies, it addresses the problem of inapplicability of the conventional mean-variance and CAPM frameworks for analysis of non-linear assets like hedge funds.

Quant Platform Structure

What is Included

Quant Platform includes all the Quant applications as follows:

All the Quant tools may be deployed as stand-alone desktop applications or over networks.

Features

  • Incorporating the alternative risk valuation metrics (VaR, HVaR CVaR, MVaR, hurst etc)
  • Genetic optimization routine to address problems of multi-extreme objective functions
  • Compatible with all the major hedge fund data vendors
  • Automatic data updating
  • Manager style analysis solutions (defining the real trading style rather than a category label)
  • Distribution of returns Best Fit routines
  • Native analysis of skewness and kurtosis of hedge fund distributions of returns
  • Proprietary algorithms of market Trend Segmentation™
  • Proprietary FlexiRank™ system (custom metrics and ranks)
  • Identifying the major market factors via the PCA and multi-regression analysis
  • Static and Dynamic manager style analysis
  • Monte Carlo and Latin Hypercube simulation engines
  • Stressing over risk metrics (VaR) or market factor deviations
  • Dynamic risk valuation
  • Portfolio sensitivity and what-if analysis
  • Heuristic portfolio design options (a custom adjustment of return distributions)