Alternative Investment Management Software

Risk Shell

Institutional portfolio management, risk analytics and portfolio construction for alternative and multi-asset portfolios.

Integrated investment data, stress testing, portfolio optimization, alternative investment analytics and shadow accounting within one platform.

FoF Manager hero
FoF Manager

Shadow Accounting for Alternative Portfolios

Manage hedge funds, private equity and multi-asset portfolios with liquidity controls, custom classifications and flexible historical accounting.

35+ hedge fund liquidity settings
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Optimization hero
Portfolio Optimization

Nonlinear Portfolio Optimization

Construct hedge fund-of-funds and multi-asset portfolios with stress-test, factor-exposure, liquidity and other user-defined constraints.

Custom Constraints for market-neutral and risk-controlled portfolio construction
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Risk Shell AI hero
Risk Shell AI

Natural-Language Access to Risk Shell

Use natural language to access investment research, risk analytics and portfolio workflows.

2.3B tokens in our in-house financial LLM
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Macroeconomic Scenario Screening hero
Macroeconomic Scenario Screening

Select Assets for the Scenario You Define

Screen managers by risk and return targets under user-defined macroeconomic scenarios.

Trend Segmentation™ proprietary regime-analysis engine
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Peer-relative Stress Testing
Portfolio Stress Testing

Peer-Relative Stress Testing

Compare extreme-event outcomes with a relevant peer group.

500K+ live stress-tested instruments
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  • Cost-effective

    Continue maintaining your existing in-house databases.

  • Supported Databases 

    Oracle, MySQL, SQL server, MariaDB, MS Access.

  • Native Team Collaboration

    Multu-user access to in-house data centers.

  • Risk Shell Data Extension

    Any proprietary data and asset classes.

DATA BRIDGE HIGHLIGHTS

Risk Shell Data Integration Options

Institutions often rely on in-house data centers and proprietary databases, prompting us to introduce flexible solutions as part of our custom development program. Through various integration options, our clients can seamlessly connect local end-user databases with Risk Shell. Leveraging our data bridge solutions, clients can maintain their existing databases while harnessing the analytical power of Risk Shell.

For a more cost-effective approach, we offer the option to migrate existing in-house databases to Risk Shell's data centers and manage them there. Key features of our database integration programs include:

  • Tailored technical solutions for complex environments.
  • Swift implementation with a typical data bridge setup taking 2-3 weeks.
  • Support for a wide array of commercial databases.
  • Secure encrypted data transmission.
  • Optional dedicated server hosting for adherence to stringent security protocols (see Custom Deployment).
  • Utilization of Risk Shell analytics with proprietary data and asset classes not currently supported.
  • Team collaboration benefits through Risk Shell as an access hub for multi-user environments.

Custom database integration is an ideal choice for large institutions with established proprietary databases, emphasizing the preservation of existing data infrastructures. Alternatively, clients can opt for a simpler solution by working with user-defined data through the Risk Shell native Custom Data component (see Custom Data Sets).

 

 

FAQs

[yt_accordion align="none" width="100" style="basic" color_background_active="yes" background_active="#fff" color_active="#ccc" ] [yt_accordion_item yt_title="Can I use Risk Shell with my own data only rather than subscribing to vendor data?" icon="icon:plus" icon_color="#ccc" icon_size="16" color_yt_title="#000" color_desc="#000" active="yes" background="#fff" border_color="#ccc" ] Yes, custom data is fully supported. You don't need to subscribe to vendor databases and can work with Risk Shell using your own data only. There are two ways of integrating custom data into Risk Shell. First, clients can easily create and maintain their own databases in the Risk Shell framework. Second, we can create a data bridge between our data servers and clients'. Then clients continue maintaining their in-house databases which will by synchronized with Risk Shell.[/yt_accordion_item] [yt_accordion_item yt_title="How often is Risk Shell data updated?" icon="icon:plus" icon_color="#ccc" icon_size="16" color_yt_title="#000" color_desc="#000" active="no" background="#fff" border_color="#ccc" ] The local Risk Shell data is synchronized with vendors' feeds, i.e. updated upon updating vendor data. For most data feeds it is updated daily. [/yt_accordion_item] [yt_accordion_item yt_title="Why do you provide global equity data?" icon="icon:plus" icon_color="#ccc" icon_size="16" color_yt_title="#000" color_desc="#000" active="no" background="#fff" border_color="#ccc" ] First, equity data is required for Holdings-Based Analysis of funds with an equity exposure. Second, Risk Shell tools can be successfully used to build L/S equity portfolios. Third, you can add equity positions to multi-asset portfolios. [/yt_accordion_item] [yt_accordion_item yt_title="Can I skip risk analytics and subscribe to data only via ABC Quant?" icon="icon:plus" icon_color="#ccc" icon_size="16" color_yt_title="#000" color_desc="#000" active="no" background="#fff" border_color="#ccc" ] Yes, you can subscribe to any data packages distributed by us. We offer various data delivery options: FTP, SFTP, encrypted/unencrypted etc. [/yt_accordion_item] [/yt_accordion]
[yt_accordion align="none" width="100" style="basic" color_background_active="yes" background_active="#fff" color_active="#ccc" ] [yt_accordion_item yt_title="Do I need to subscribe to data packages separately?" icon="icon:plus" icon_color="#ccc" icon_size="16" color_yt_title="#000" color_desc="#000" active="no" background="#fff" border_color="#ccc" ] Risk Shell and data subscriptions are two different licenses, though some Risk Shell packages include selected data feeds. You can subscribe to most data feeds via ABC Quant or directly with supported data vendors. Risk Shell and data subscriptions are two different licenses, though some Risk Shell packages include selected data feeds. You can subscribe to most data feeds via ABC Quant or directly with supported data vendors. If you get a data license directly from a data vendor, your access to a relevant database will be enabled upon a license verification. [/yt_accordion_item] [yt_accordion_item yt_title="Can I run Holdings-Based Analysis for funds investing in bonds?" icon="icon:plus" icon_color="#ccc" icon_size="16" color_yt_title="#000" color_desc="#000" active="no" background="#fff" border_color="#ccc" ] We do not maintain fixed income data within the Risk Shell environment. However, you can get virtually any financial instruments, not necessarily bonds, from the integrated Bloomberg data feed or upload these instruments manually as custom assets. [/yt_accordion_item] [yt_accordion_item yt_title="Can I backup my own data in Risk Shell?" icon="icon:plus" icon_color="#ccc" icon_size="16" color_yt_title="#000" color_desc="#000" active="no" background="#fff" border_color="#ccc" ] Yes, there are two levels of custom backups: automatic system backups twice a day and user-initiated manual backups. We save system backups for a period of two years. [/yt_accordion_item] [yt_accordion_item yt_title="How is the problem of duplicates across different data feeds resolved?" icon="icon:plus" icon_color="#ccc" icon_size="16" color_yt_title="#000" color_desc="#000" active="no" background="#fff" border_color="#ccc" ]The problem of duplicates arises when you subscribe to several data feeds of the same asset class. Risk Shell offers special tools to eliminate duplicates across multiple data vendors based on user-defined rules. [/yt_accordion_item] [/yt_accordion]

Explore Risk Shell Data Solutions

Global Financial Data covering alternative and traditional assets

  • Global data in Risk Shell

    More than 550,000 traditional and alternative investment vehicles across global markets, covering all major asset classes and geographical regions within the Risk Shell data environment.

    Explore Data Coverage

  • Integrated Vendor Data

    Data feeds from established institutional providers are processed and compiled into Risk Shell-format databases covering traditional and alternative investments across multiple asset classes.

    Explore Data Feeds

  • Virtual databases

    Create proprietary assets and virtual databases directly within Risk Shell. Define unlimited custom data fields and structure data around your own investment, research and reporting requirements.

    Explore Custom Data Sets

Explore ABC Quant Research On-demand Programs

Project-based and ongoing quantitative research tailored to clients' needs

  • Quantitative assessment of hedge funds and alternative investment vehicles using Risk Shell risk, factor and stress-testing models.

    • 100+ risk and return statistics
    • Factor, drawdown and tail-risk analysis
    • Peer-relative and stress-test assessment

    Explore Fund Risk Assessment

  • Risk valuation of fund of funds and multi-asset portfolios at total-portfolio and constituent levels.

    • Marginal risk contribution and diversification
    • Correlation and factor-exposure analysis
    • Liquidity and stress-test assessment

     

    Explore Portfolio Risk

  • Construction of hedge fund, fund of funds and multi-asset portfolios using manager-selection and portfolio-allocation models.

    • Manager and asset screening
    • Risk budgeting and allocation analysis
    • Portfolio What-If and constraint testing

    Explore Portfolio Construction

  • Nonlinear portfolio optimization across alternative and multi-asset portfolios using Risk Shell's optimization engine.

    • Multiple objective functions and risk measures
    • Liquidity, factor and stress-test constraints
    • Optimization backtesting and rebalancing

    Explore Portfolio Optimization

  • Operational due diligence on hedge funds including quantitative and qualitative assessment.

    • Peer, factor and stress-test analysis
    • DDQ and custom due diligence fields
    • Manager interviews to evaluate trading strategies

    Explore Due Diligence

  • Factor-based analysis of manager exposures, investment style and strategy drifts over time.

    • Static and Dynamic Attribution Analysis
    • LASSO, PCA, AIC and Ridge factor models
    • Trend Segmentation™ and style-drift analysis

    Explore Style Analysis