Asset Selection & Manager Selection Software For Fund Of Funds
Risk Shell Screening component offers hundreds of qualitative and quantitative asset selection filters including risk statistics, strategies, factor exposures, factor-dependent metrics (alpha and beta) and many more. Risk Shell Screen incorporates Macroeconomic Scenario Screening™ (patent pending), an innovative concept of finding assets with a desired risk-return profile under user-defined market conditions. Risk Shell allows clients to design virtually unlimited combinations of macroeconomic scenarios using thousands of economic factors.
Asset Search Filters
- Quantitative and qualitative asset screening
- Manager selection filters designed for hedge funds
- 100+ searchable risk-return statistics
- Benchmark dependent filters: ρ, α, β, β+, β-
- Macroeconomic Scenario Screening™ (Factor & Trend)
- Factor exposure and liquidity filters
- Variable confidence levels
- Any custom time periods, open/closed intervals
- Dead funds, non-reporting funds filtering
- Global search across multiple vendor databases
- Global search across multiple asset classes: hedge funds, long-only funds, CTA, equities and so on.
Can I combine quantitative and qualitative (descriptive) filters?Yes. Complex search criteria can include any quantitative and qualitative filters.
What is Factor Screening?Factor Screening allows finding assets with defined sensitivities (betas) to selected economic factors or benchmarks.
Can I search for instruments with a certain correlation to another instrument or a benchmark?Yes. Risk Shell offers a special regression-type search function that allow filtering instruments with a given correlation/regression band to a defined benchmark base, which can be any asset, index or a benchmark.
Can I perform a quantitative search within a given time interval?Yes. Any trailing or closed time intervals are supported.
Can I search across custom user-defined data fields?Yes. User-defined data fields are searchable - like any data vendor fields.
Are custom user-defined instruments also included into the search pool?Yes. Used-defined datasets are structured as virtual databases merged with vendor databases and, as such, are included into a search routine.