Strategy Enhancement Print E-mail

Are you looking for new creative ideas how to improve your hedge fund portfolio performance? Do you feel that your existing investment process might underestimate some risks? Do you need to enhance market neutrality of the fund basket and make it immune to devastating market conditions? Does your investment portfolio behave in discordance with its design concept?

If your answer is "yes", then you should consider Quant custom solutions of hedge FoF performance enhancement. Our hedge fund experts have unique hands-on experience in accessing hundreds of funds and managers yet applying the most advanced alternative risk statistics available. Quant custom solutions cover a broad range of risk management techniques and methodologies which includes:

  • Implementation of dynamic portfolio rebalancing subject to the current market conditions
  • Finding portfolio bottlenecks and misbalanced assets
  • Portfolio reevaluation based on the VaR statistics
  • Substitution of better risk/return profile funds from the same peer group
  • Macroeconomic Scenario model construction
  • Implementation of Trend Segmentation™ techniques to expose diverse manager trend performance
  • Combining hedge fund baskets with index derivatives to offset selected market factors
  • Portfolio optimization based on custom objective functions and constraints

Typically, before suggesting a model of portfolio (strategy) enhancement, our experts conduct a full portfolio assessment including the following phases:

  • Portfolio quantitative and qualitative due diligence
  • Complete underlying funds’ assessment
  • Deep examination of the existing investment process
  • Analyzing the investment objectives and suggesting improvements (if applicable)
In fact, Quant strategy enhancement program may be considered not only as a performance improvement technique, but as a way of portfolio examination and testing before conducting third party due diligence.