Unlocking Financial Expertise: A Deep Dive into Alternative Investments and Hedge Funds

In addition to our regular Risk Shell and FoF Manager training and tutorials, we also offer a broad range of training programs and courses dedicated to alternative investments. These courses focus on advanced risk management and portfolio construction techniques as shown below:

Risk Management For Hedge Fund Investors

• Value-at-Risk and tail risk assessment of hedge funds
• Hedge fund stress testing using factor analysis models
• Factor and Style analysis using advanced regression models (AIC, Elastic-net) and Kalman filters
• Using the Principal Component Analysis for selecting best-fit Factor subsets
• Macroeconomic Scenario Screening™ and Trend Segmentation™
• Synthetic risk statistics for asset ranking (FlexiRank™)

Portfolio Construction and Portfolio Management For Fund of Funds

• Advanced portfolio construction and risk budgeting
• Non-linear portfolio optimization models tailored to hedge fund of funds and multi-asset portfolios
• Risk budgeting models in practice (Equal Risk Contribution, Most Diversified Portfolio etc.)
• Market-neutral hedge fund portfolios
• Portfolio liquidity analysis and 'hidden' illiquid assets
• and many more

Our educational courses are not just academic lectures, but detailed step-by-step tutorials for hedge fund investors explaining how to implement these techniques in practice using Risk Shell.

Webinar admission terms: free access for the current ABC Quant customers and Family Offices. Otherwise, by invitation only.