Quantitative and Qualitative Due Diligence
We provide the entire spectrum of the alternative investment services covering the full cycle: fund screening, risk assessment, portfolio composition and due diligence. Note that we do not act as an investment advisor or participate in any investment schemes. All our services are based on either quantitative or qualitative research and, as such, should be used as unbiased supplementary tools for institutional investors and hedge fund managers to enhance their investment decisions
Application Development
We also develop analytical models and software applications that cover a broad range of tasks in hedge fund risk valuation and portfolio construction. Our latest quantitative platform, Quant Suite, integrates all-in-one solution for the advanced hedge fund risk assessment and asset allocation Read more...
Fund Risk Valuation
- Valuation of the applicable risks: market, credit, concentration, liquidity, strategy, operational, legal and fraud risk
- Quantitative risk assessment across traditional and advanced metrics including VaR, MVaR, CVaR, tail risks, skewness and kurtosis, hurst and many more
- Market multi factor analysis over 2,300 factors
- Peer fund comparison analysis (across all the funds of the available fund universe)
- Alpha and beta (β, β+,β-) peer analysis
- Rolling dynamic risk/return charts
- Best distribution fit
- Distribution non-normality assessment
Portfolio Risk Valuation
- All the risk metrics as for a single fund
- Underlying funds' regression analysis
- Stochastic simulation
- Sensitivity analysis
- Stress testing
- What-if analysis
- Distribution adjustment analysis
- Structured product analysis (on-demand)
Portfolio Composition
- Custom risk/return profiles
- Portfolio optimization using genetic algorithms
- Low correlated strategies of underlying funds
- Market neutral portfolios against the defined sets of market factors (over 2,300 factors)
- Structured product options
- A wide choice of objective functions
Due Diligence
- Identifying all applicable quantifiable and non quantifiable risks
- Deep strategy analysis
- Macro economic analysis of the applied strategies
- Multiple meetings with managers
- Background checks
- Manager style analysis
Style Analysis
- Multi factor performance analysis against indices and economic factors
- Identifying the closest peers from the fund universe
- Identifying negatively correlated peers
- Dynamic style analysis (rolling style changes over time)
- Trend segmentation analysis
- Style consistency analysis
- Identifying strategy botlenecks
Strategy Enhancement
- Identifying unbalanced assets through the sensitivity analysis
- Suggesting better risk/return profiles of peer funds
- Incorporating trend segmentation techniques
- Structured product implementation
Software Integration
- Integrating Quant applications to the existing environments
- LAN and WPN infrastructures
- Custom data feed development
- Database integration (due diligence and asset performance)
Custom Development
- Designing specific risk models
- Database development (due diligence and asset performance)
- Portfolio optimization models on-demand
- Custom report generation
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