Asset Selection & Manager Selection Software For Fund Of Funds
The Risk Shell Screening component provides a vast array of qualitative and quantitative asset selection filters, encompassing risk statistics, strategies, factor exposures, and factor-dependent metrics such as alpha and beta. In addition, Risk Shell Screen integrates Macroeconomic Scenario Screening™ (patent pending), introducing an innovative approach to identifying assets with a desired risk-return profile under user-defined market conditions.
Risk Shell empowers clients by enabling the design of virtually limitless combinations of macroeconomic scenarios. This flexibility is achieved by leveraging thousands of economic factors, offering a sophisticated toolset for strategic scenario analysis and portfolio optimization.
Asset Search Filters
- Quantitative and qualitative asset screening
- Manager selection filters designed for hedge funds
- 100+ searchable risk-return statistics
- Stress test results across historical extreme events
- 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.
FAQs
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. User-defined datasets are organized as virtual databases seamlessly integrated with vendor databases. Consequently, they become integral components incorporated into the search routine.
