Tuesday, 16 March 2010
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All-in-One
Providing a comprehensive investment framework for hedge funds, the Quant Group covers the entire range of risk management, fund of funds portfolio construction and due diligence. We deliver not only the investment methodology, but the software solutions based on the latest models and algorithms. Designed by hedge fund managers, it addresses all the needs of hedge fund investors.
Hedge Funds
Addressing numerous biases and irregularities of hedge funds, we provide both the quantitative and qualitative solutions authentically suited to practitioner needs. These include risk valuation of non-normal distributions of returns, manager style multi-factor analysis, stress testing, distribution fitting and “what-if” analysis. Read more...
Funds of Funds
Constructing a portfolio of hedge funds involves two fundamental issues: how to optimize its asset allocation and how to provide its risk assessment. Since the common mean-variance framework is hardly applicable for hedge funds, we incorporated the latest genetic optimization routines to derive the true optimum of multi-extreme objective functions. Read more...
Corporate Intranets
The Quant Suite network solutions include a broad range of configurations to provide a multi-level network access across both the LAN and VPN infrastructures. For example, a due diligence database can be easily accessed by a due diligence manager on the move, while the main risk engine server can be used by different portfolio managers simultaneously. Read more...
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Quant Platform
Quant Platform combines the hedge fund risk valuation tools, portfolio composition, fund screening and optimization components. It could be implemented as a stand-alone or shared application in LAN (VPN) environments. Read more...
Quant Risk
The Quant Risk tools incorporate both the traditional and advanced risk valuation models applicable for the non-linear assets like hedge funds. Its advanced metrics include VaR (historical and fitted distributions), CVaR, MVaR, multi-factor analysis and many more. Learn more...
Quant Portfolio
This component facilitates the fund of funds composition process yet taking into account the unique problems of hedge fund irregularities. It contains simulation and stress testing, the proprietary distribution adjustment modules and fund screening. Learn more...
Quant Style
Identifying hedge fund risks based on the fund strategy classification is a common mistake. Fund managers may implement hundreds of trading strategies uncorrelated with the corresponding strategy indices, thus making the real style analysis very important. Learn more...
Quant Optimum
Optimizing portfolios of hedge funds with the VaR-based objective functions involves multi-extreme optimization frameworks. The Quant Optimum is a set of software libraries that provides genetic optimization of hedge fund baskets. Learn more...
Read more...
Webcast

Our custom developments cover three major areas: software solutions, risk modeling and investment products.

Custom software development involves Quant networking configuration, and designing specific risk management components.
Risk modeling includes custom development of the unique risk solutions on-demand. Many of the existing Quant modules have been designed upon managers' requests.
We offer a broad range of hedge fund investment models including structured and capital protected products, levered funds and index & fund baskets.
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Filling the gap
The Quant Group is committed to fill a gap between the mathematics employed by advanced academic researches and the level of general knowledge that might reasonably be digested by practitioners. That is why we included tons of educational resources, tutorials, video presentations and webcasts available for hedge fund investors of all categories.
Knowledgebase
Our knowledgebase (KB) system covers the entire range of hedge fund investments – from manager tips to complicated quantitative solutions and the due diligence methodology. The KB database is populated by three sources: our own experts, the feedback and questions from fund managers and third party contributors. Go to Knowledhebase
Webcasts and video
To help you guide through the Quant framework and hedge fund investment methodology we have created webcasts, video presentations and interactive tutorials. Providing a single point of access these materials contain several categories across all the corners of hedge fund investing. Each category is updated frequently so please visit often. Webcast Library
Practitioner expertise
The Quant framework has been designed by seasoned hedge fund professionals with diverse experience in trading, risk management and asset allocation. It incorporates the latest emerging trends in hedge funds, alternative strategies, proprietary techniques and industry best practices. Research continues to enhance and evolve these practices addressing changes in the financial environment and new insights into hedge funds.

We offer not only a full software support and maintenance, but also a risk management and quantitative model support

Software support and maintenance includes a guarantee against bugs and malfunctions (subject to the support agreement).
Quantitative model support involves monitoring of the developed models and consulting on as-needed basis.
Our Live Support system ensures your urgent requests to be answered in a timely and professional manner

Quant Highlights

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    QS + Morningstar®

    The latest QS Morningstar®
    Edition is ready!
    Learn more...
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    Auto-updating

    Update manager data
    by a single click
    Learn more...

  • Valuation? No!

    Common mistakes of
    hedge fund valuation
    Learn more...
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    Quant Style

    Hedge Fund strategy
    valuation solutions
    Learn more...
  • HedgeFundbooks

    Quant Books

    "Hedge Funds of Funds:
    Composition and Risk...
    Learn more...

  • Diversification?

    Diversification benefits
    could be an illusion!
    Learn more...

  • Myths of TAA

    Tactical Asset Allocation
    could be worthless for HF
    Learn more...

Quant Products

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    Live Demo

    Schedule a live online
    demo and discuss your
    unique requirements
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    Quant Suite 2009

    A complete range of
    risk management tools
    for hedge fund investors
    Learn more...
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    Quant Risk

    Risk valuation solutions
    for assets with non-normal
    distributions of returns
    Learn more...
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    Quant Portfolio

    Hedge fund of finds portfolio
    composition and stochastic
    simulation solution
    Learn more...
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    Quant Style

    Hedge Fund strategy
    valuation solutions
    including Factor Analysis
    Learn more...
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    Quant Optimum

    Multi-extreme genetic
    optimization engine for
    hedge fund portfolios.
    Learn more...

Quant Suite 2009

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    Live Demo

    Schedule a live online
    demo and discuss your
    unique requirements
  • FexiRank

    FlexiRank™

    Design your own custom
    statistics and rank funds
    using FlexiRank™ models
    Learn more...
  • Omega metrics

    Omega Metrics

    Now the Omega and Kappa
    ratios are included into the
    Quant Suite statistics.
    Learn more...
  • style analysis

    Optimization

    Non-linear optimization with
    various objective functions
    and Efficient Frontiers.
    Learn more...
  • wallets

    Wallets

    Build and manage sub-sets
    of the hedge fund universe
    with the Quant wallet concept
    Learn more...
  • Databases

    Data Control

    Connect with different data
    vendors on-the fly and
    expand the fund universe
    Learn more...
  • style analysis

    Style Analysis

    Multi-factor style analysis is
    integrated with the Quant
    trend segmentation engine.
    Learn more...
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