Quant Suite 2009 is a new integrated set of functional components offering everything you need to deliver the most compelling risk management solutions and asset allocations for hedge funds. Based on the proven Quant platform methodology, it has been completely redesigned to integrate the new components from the Quant lab yet adopting the latest IT technologies. While the old Quant platform encompassed the set of standalone applications, Quant Suite 2009 presents all-in-one comprehensive investment framework covering all the aspects of hedge fund investing. With Quant Suite 2009 you can:

• Get access to over 22,000 hedge funds and CTAs
• Screen the hedge fund universe with over 30 quantitative and qualitative criteria
• Build a virtual fund universe combining instruments from different data providers
• Get hundreds of hedge fund risk-return statistics
• Visualize manager performance across a broad range of charts (comparative, radar, rolling etc)
• Compare up to four funds side-by-side over all the available metrics
• Perform a robust peer group analysis that offers even beta and alpha statistics against any indices or economic factors
• Run a multi-factor manager style analysis against thousands of indices and benchmarks
• Build hedge fund portfolios and run stochastic simulations
• Create your own custom statistics and rank funds accordingly
• Perform linear and nonlinear portfolio optimization ( MVaR, CVaR, LPM and Standard Deviation as objective functions)
• Build portfolio Efficient Frontier
• Adjust return series for autocorrelation
• Build benchmark subsets from more than 2,300 available indices
• Analyze manager performance over distinctive market trends across various economic factors or indices
• Create subsets of the hedge fund universe for further analysis
• Switch data feeds on-the-fly and plug various hedge fund databases