Selecting the best performers from the 8,000+ fund universe could be a challenging task. Quant offers a robust platform of multiple filtering criteria with a proprietary Trend Segmentation™ technique. It allows selecting funds that not only satisfy a given risk-return profile, but also match defined statistics over different market trends. Quant screening filters include hundreds of statistics, VaR derivatives and beta metrics to over 2,000 indices and benchmarks.

The common risk assessment methods based on the mean-variance framework are hardly applicable to hedge funds as their distributions of returns demonstrate a high extent of nonnormality. To address these problems Quant provides a complete set of alternative valuation techniques based on the distribution analysis, high moments and the VaR methodology. These techniques include, for example, calculating fund static metrics as well as best distribution fit metrics based on stochastic simulation, non-linear portfolio optimization, Omega analysis and many more.

Simply create a set of “fund folders” called wallets and save any selected funds for the further analysis. This way you can facilitate the fund of funds composition process and save your time. Quant Suite multi-feed edition also offers tools (Gloval Wallets) for creating a virtual fund universe that includes instruments from different data vendors.

Incorporating the advanced Latin Hypercube simulation techniques Quant provides a powerful base for stress testing and sensitivity analysis. The system also incorporates “what-if” engine offering unlimited possibilities of generating multiple scenarios of economic environments.

Funding the optimal asset allocation is not a simple task, especially, when it comes to hedge funds. Quant optimization routine powered by the latest non-linear optimization and genetic optimization algorithms ensures not only the best possible asset combination, but also helps constructing market neutral or trend-dependent portfolios.

Quant framework offers one of the most advanced due diligence methodologies for hedge funds. It not only integrates both qualitative and quantitative elements, but also takes into account all applicable risks: market, credit, concentration, liquidity, strategy, volatility, operational, legal and fraud risks.

Combining the latest studies with the best hedge fund industry practices, Quant methodology assures the most effective yet advanced solutions currently available. When adding new models we conduct thousands of tests analyzing their consistency and potential drawbacks. Many of the existing Quant components have been designed following the real feedbacks and requests of hedge fund managers.