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    Basic

    Mandatory Risk Shell training covering how-to-use topics.

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    Advanced

    Entry level risk management and portfolio construction courses.

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    Expert

    Medium level risk management and portfolio construction & optimization courses.

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    Full Course

    Advanced level risk management and portfolio construction courses.

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    Custom

    Comprehensive risk management and portfolio construction & optimization program tailored to users' needs.

Program Scope

 
 
 

Financial Education - Alternative Investments - Hedge Funds

In addition to our regular Risk Shell and FoF Manager training and tutorials, we also offer a broad range of training programs and courses dedicated to alternative investments. These courses focus on advanced risk management and portfolio construction techniques as shown below:

Risk Management For Hedge Fund Investors

  • Value-at-Risk and tail risk assessment of hedge funds
  • Hedge fund stress testing using factor analysis models
  • Factor and Style analysis using advanced regression models (AIC, Elastic-net) and Kalman filters
  • Using the Principal Component Analysis for selecting best-fit Factor subsets
  • Macroeconomic Scenario Screening™ and Trend Segmentation™
  • Synthetic risk statistics for asset ranking (FlexiRank™)

Portfolio Construction and Portfolio Management For Fund of Funds

  • Advanced portfolio construction and risk budgeting
  • Non-linear portfolio optimization models tailored to hedge fund of funds and multi-asset portfolios
  • Risk budgeting models in practice (Equal Risk Contribution, Most Diversified Portfolio etc.)
  • Market-neutral hedge fund portfolios
  • Portfolio liquidity analysis and 'hidden' illiquid assets
  • and many more

Our educational courses are not just academic lectures, but detailed step-by-step tutorials for hedge fund investors explaining how to implement these techniques in practice using Risk Shell.

Webinar admission terms: free access for the current ABC Quant customers and Family Offices. Otherwise, by invitation only.

Full Webinar Schedule

Coming Webinars

21 Jun 2018;
09:00AM - 10:00AM
Portfolio Optimization Advanced
21 Jun 2018;
03:00PM - 04:00PM
Hedge Fund Risk Assessment
22 Jun 2018;
03:00PM - 05:00PM
RiskMetrics Integration
22 Jun 2018;
04:00PM - 05:00PM
FoF Manager Introduction
25 Jun 2018;
08:30AM - 09:30AM
Portfolio Optimization Basics
25 Jun 2018;
04:00PM - 05:00PM
Macroeconomic Scenario Screening
26 Jun 2018;
03:00PM - 04:00PM
Risk Shell overview (USA)
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