Quant Suite Overview Print E-mail

Quant Suite 2009 is a new integrated set of functional components offering everything a hedge fund investor may need to deliver the most compelling risk management and asset allocations solutions . Based on the proven Quant Platform methodology, it has been completely redesigned to integrate the new components from the Quant lab yet adopting the latest IT technologies. While the old Quant platform encompassed a set of standalone applications, Quant Suite 2009 presents all-in-one comprehensive investment framework covering all the aspects of hedge fund investing. With Quant Suite 2009 you can:

  • Get access to over 22,000 hedge funds, ETFs and CTAs
  • Get access to over 60,000 open- and closed-end funds
  • Screen the hedge fund universe with over 30 quantitative and qualitative criteria
  • Build a virtual fund universe combining instruments from different data providers
  • Get hundreds of risk-return statistics
  • Run "what-if" Macroeconomic Scenario Screening™
  • Perform individual fund or portfolio stress testing
  • Visualize manager performance across a broad range of charts (comparative, radar, rolling etc)
  • Compare up to four funds side-by-side across all available metrics
  • Perform a robust peer group analysis that even offers beta and alpha statistics against any indices or economic factors
  • Run a multi-factor manager style analysis against thousands of indices and benchmarks
  • Build multi-asset portfolios (hedge funds, ETFs, equities, investable indices) and run stochastic simulations
  • Create your own custom statistics and rank funds accordingly
  • Perform linear and nonlinear portfolio optimization (MVaR, CVaR, LPM, Omega, Semi-deviation and Standard Deviation as objective functions)
  • Build portfolio Efficient Frontier
  • Adjust return series for autocorrelation
  • Build benchmark subsets from more than 2,300 available indices
  • Analyze manager performance over distinctive market trends across various economic factors or indices
  • Create subsets of the hedge fund universe for further analysis
  • Switch data feeds on-the-fly and plug various hedge fund databases
  • and many more ...

What is Included

Quant suite 2009 includes the following integrated components:
  • Screen (fund filtering) including Macroeconomic Scenario Builder
  • Metrics (Quantitative statistics and charts)
  • Style (multi-factor manager performance analysis and Trend Segmentation™ routine)
  • Side-by-Side (comparative fund analysis)
  • Portfolio (portfolio optimization and stochastic simulation)
  • Peers (peer group analysis)
  • FlexiRank™ (designing custom ranking statistics)
  • Index Builder
  • Reporting
  • Data management (including automatic data updating for selected vendors)

Typical Tasks

  • Single hedge fund risk valuation
  • Portfolio valuation
  • Dynamic performance analysis
  • Distribution of return analysis
  • Comparative fund analysis
  • Market Factor and style analysis
  • Asset allocation and optimization
  • Peer fund comparison
  • Portfolio sensitivity analysis
  • Alpha and beta attribution analysis

System Requirements

  • Windows 7, Vista or XP OS
  • Intel or AMD processor
  • 1GB RAM (4GB recommended)
  • 32 or 64-bit processors
  • 200MB free disk space
  • MS Excel 2007 or higher

Core Risk Measures

Quant suite 2009 core risk metrics* include the following:
  • VaR (MVaR, CVaR and HVaR)
  • Sharpe, Sortino and Calmar ratios
  • Treynor ratio
  • Skewness and kurtosis
  • Hurst indicator
  • VaR ratio
  • Max drawdown
  • Time Under The Water
  • Sensitivity coefficients (correlation and regression)
  • Beta, alpha, correlation and r-squared
  • Omega and Kappa
  • Dynamic neutrality index
  • Jarque-Bera normality index
  • and many more...

*For the complete list of available statistics refer to the Quant Suite 2009 manuals.

Charts

  • Historical performance (risk/return)
  • Rolling charts
  • Tornado sensitivity graphs
  • FlexiRank™ charts
  • Style factor attribution charts
  • Distribution fits (pdf and cdf)
  • Peer and benchmark radar charts
  • Fund-to-index risk-return

Reporting

  • Easy customizable report templates
  • Combining quantitative and qualitative due diligence reports
  • Editing generated reports
  • One-click data series update function