Modern Risk Models

Not all investment platforms are created equal. While many rely on outdated risk models developed 50 years ago, Risk Shell analytics stand apart. Our platform integrates advanced models capable of understanding the intricacies of complex investment products, beyond the scope of traditional frameworks. Two key reasons drive Risk Shell's advanced analytics: our roots in alternative investments, starting with hedge fund risk assessment, and the ongoing collaboration with clients in our unlimited custom development on-demand program. Their input has significantly enhanced the platform, making it more sophisticated and effective.

Advanced Risk Shell Risk Concepts

We consistently enhance the platform by introducing new features and functions following a rigorous testing process. The roster of cutting-edge risk models includes the following:

  • Non-linear and global portfolio optimization engines
  • Factor regression models including LASSO, Ridge and Elastic-net
  • Kalman filters
  • The Akaike information criterion and Principal Component Analysis
  • Value-at-Risk frameworsks including VaR, CVaR, HVaR, and MVAR
  • Risk budgeting portfolio allocation models
  • Portfolio diversification analysis
  • Omega and Kappa risk statistics
  • Copula-based modeling and stochastic simulation
  • Auto-correlation filters for analyzing illiquid assets
  • KSPME, Direct Alpha, and Index IRR statistics for private equity analysis
  • Yale cashflow forecasting models

Risk Shell Proprietary Models

At ABC Quant, our focus extends beyond implementing sophisticated investment research; we actively develop our proprietary models and introduce new functionalities to Risk Shell. As a standard practice, we rigorously test these models on our own investments before making them available to the public. Key proprietary models developed by ABC Quant include:

  • Macroeconomic Scenario Screening™
  • Trend Segmentation™
  • Multi-statistic Peer Group Analysis
  • Market-neutral Portfolio Builder
  • FlexiRank™ Framework
  • Risk statistics: Consistency Ratio, Modified Calmar Ratio, and Stress Metrics
  • Multi-Master, Multi-Feeder Portfolio Management Framework
  • Return-adjustment Framework

Risk Shell Components

Risk management and portfolio construction for alternative investments

Asset Selection

Hundreds of quantitative and qualitative filters capable of constructing complex asset search criteria.

Factor Analysis

Multivariate Returns-based and Holdings-based Static & Dynamic Style Analysis to identify granular sources of asset performance.

Stress Testing

Stress assets or portfolios to identify and mitigate potential event risks. Predict impacts of extreme event shocks.

Portfolio Construction

Portfolio construction software for fund of funds: diversification & correlation analysis, risk budgeting and many more.

Peer Group Analysis

Multi-statistic and traditional Box-Plot Peer Group Analysis designed for hedge funds and multi-asset portfolios.


Powerful asset ranking framework that supports user-defined ranking criteria and synthetic risk statistics.


Holdings-Based Analysis of hedge funds and FoF across all asset classes including equities, fixed income etc.

CRM & Document Manager

Document management and due diligence tools for alternative investments and multi-manager funds.

Index Builder

Advanced quantitative framework to create custom benchmarks and factor subsets that ensure the best fit for any asset.

Custom Assets

Tools to create and maintain a virtual database of user-defined assets within the Risk Shell environment.

Portfolio Optimization

Optimization of multi-manager funds, fund of funds and multi-asset portfolios across a broad range of objective functions.

Portfolio What-If

Portfolio What-If Analysis to create and analyze hypothetical portfolios based on actual investment portfolios.

Investment Reporting

Report Builder delivers a flexible SaaS based investment reporting solution designed for fund managers and family offices.

Private Equity

Private equity risk management and portfolio management software, a part of the Risk Shell alternative investment platform.

Portfolio Management Platform: Main Functions

Accounting and Portfolio Management for fund of funds

Liquidity Analysis

Asset liquidity terms, redemption analysis, portfolio liquidity ladder, redemption note calendar and many more.

Limit Control

Portfolio limit control tools specially designed for alternative investments, fund of funds and multi-asset portfolios.

Strategy Classification

Tools for creating custom user-defined manager classification systems that override data vendor classifications.


Tools to support shadow accounting and manage portfolio transactions, specially tailored to alternative investments.

Portfolio Blotter

Consolidated portfolio positions, P/L, strategy allocations, valuations - all tailored to hedge FoF portfolios.

Class Manager

Tools for hedge FoF managers to support multiple share classes with different investment terms and fee structures.

Cash Projection

Cash flow forecast tools designed for hedge fund investments and supporting complex redemption structures.

Exposure Analysis

Static and dynamic portfolio exposure to various asset classes, market factors, trading strategies and industry sectors.


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