Hedge Fund Portfolio Optimization

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...

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...

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.

Quant Highlights

QS+BarclayHedge
Quant Suite Barclay
Edition is ready!
Play video
QS + Morningstar®
The latest QS Morningstar®
Edition is ready!
Learn more...
Auto-updating
Update manager data
by a single click
Learn more...
Valuation? No!
Common mistakes of
hedge fund valuation
Learn more...
Quant Style
Hedge Fund strategy
valuation solutions
Learn more...
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

Live Demo

Schedule a live online
demo and discuss your
unique requirements
Quant Suite 2009
A complete range of
risk management tools
for hedge fund investors
Learn more...
QS + BarclayHedge
Quant Suite Barclay Edition
is ready! 6,000+ hedge
funds, CTAs, auto-updates...
View video
Quant Risk
Risk valuation solutions
for assets with non-normal
distributions of returns
Learn more...
Quant Portfolio
Hedge fund of finds portfolio
composition and stochastic
simulation solution
Learn more...
Quant Style
Hedge Fund strategy
valuation solutions
including Factor Analysis
Learn more...
Quant Optimum
Multi-extreme genetic
optimization engine for
hedge fund portfolios.
Learn more...

Quant Suite 2009

Live Demo

Schedule a live online
demo and discuss your
unique requirements
FlexiRank™
Design your own custom
statistics and rank funds
using FlexiRank™ models
Learn more...
Omega Metrics
Now the Omega and Kappa
ratios are included into the
Quant Suite statistics.
Learn more...
Optimization
Non-linear optimization with
various objective functions
and Efficient Frontiers.
Learn more...
Wallets
Build and manage sub-sets
of the hedge fund universe
with the Quant wallet concept
Learn more...
Data Control
Connect with different data
vendors on-the fly and
expand the fund universe
Learn more...
Style Analysis
Multi-factor style analysis is
integrated with the Quant
trend segmentation engine.
Learn more...

Hedge Fund Portfolio Optimization

The Portfolio component of Quant Suite 2009 combines the features of two Quant Platform modules: Quant Portfolio and Quant Optimum.

All-in-one layout

Construct hedge fund portfolios from the filtered fund subsets or by loading saved wallets. Perform stochastic simulation and analyze the distributions of returns. Optimize portfolios and construct Efficient Frontiers.

Advanced portfolio statistics

Portfolio metrics include three groups: historical statistics, simulated statistics and factor-dependent metrics (alpha and beta categories). Analyze portfolio performance against any common or custom benchmarks. Perform correlation and/or regression sensitivity analysis to build robust portfolios immune to underlying fund movements.

Optimization

Perform linear or non-linear portfolio optimization and build Efficient Frontiers with various objective functions: MVaR, CVaR, LPM, Semideviation or Standard Deviation. Plot the current portfolio risk-return position on the Efficient Frontier graph. Navigate through the Efficient Frontier curve and follow the underlying weight changes.

Subscribe to Quant News

All-in-One

Hedge Funds

Funds of Funds

Corporate Intranets

Quant Platform

Quant Risk

Quant Portfolio

Quant Style

Quant Optimum

Filling the gap

Knowledgebase

Webcasts and video

Practitioner expertise

Quant Highlights

QS+BarclayHedge

QS + Morningstar®

Auto-updating

Valuation? No!

Quant Style

Quant Books

Diversification?

Myths of TAA

Quant Products

Live Demo

Quant Suite 2009

QS + BarclayHedge

Quant Risk

Quant Portfolio

Quant Style

Quant Optimum

Quant Suite 2009

Live Demo

FlexiRank™

Omega Metrics

Optimization

Wallets

Data Control

Style Analysis

All-in-one layout

Advanced portfolio statistics

Optimization