ABC Quant Products

We provide three primary product lines: the alternative investment risk management platform (Risk Shell), a portfolio management and shadow accounting platform (FoF Manager), and global investment data.

Risk Shell Platform

Launched in 2013, Risk Shell is the successor to the Quant Suite, initially designed for hedge fund of funds. Risk Shell, now a secure SaaS platform hosted on a dedicated server network, has evolved significantly since its inception, boasting over 40 major components. It spans the entire spectrum of the investment process, from asset selection to portfolio construction and reporting. Risk Shell integrates more than 40 databases and data feeds from major vendors, providing comprehensive coverage across various asset classes, including OEF/AFS, Hedge funds, Private Equity, ETF, CTA, and Global Equity.

FoF Manager: Accounting and Portfolio Management

The FoF Manager is technically a component of Risk Shell, but it can also function as a standalone shadow accounting and portfolio management system. Designed to handle fund of funds, alternative investments, private equities, and multi-asset portfolios, it includes specialized features tailored for family office portfolio management. The FoF Manager has emerged as an ideal tool for both single and multi-family offices.

Global Data

Risk Shell's extensive data coverage spans over 550,000 instruments, encompassing hedge funds, fund of funds (FoF), CTA, ETF, UCITS, money market funds, traditional mutual funds, and global equities. Users have the flexibility to create custom virtual databases or seamlessly link their in-house databases to Risk Shell.

Product Highlights

  • Risk Management Software

    Asset selection, portfolio construction, fund accounting & due diligence software. Modular architecture to satisfy any needs.

  • Global Financial Data

    Global data coverage of 550K+ instruments including hedge funds, traditional long-only funds, equities and many more.

  • Modern Risk Models

    Sophisticated risk analytics refined over two decades and crafted by seasoned investment professionals.

  • Development on-demand

    Free unlimited custom development on-demand for all Risk Shell Ultimate editions.

  • Secure SaaS Deployment

    Various SaaS deployment options to satisfy institutional security requirements.

  • Fund Of Funds Managers

    Research funds from a universe of 550,000 investment vehicles, encompassing hedge funds, ETFs, and mutual funds. Utilize hundreds of risk-return filters to screen funds effectively. Employ advanced portfolio construction tools, conduct peer group analysis, and utilize stress test models. Generate unlimited investment reports and fact sheets.
  • Family Offices

    Explore new investment opportunities across various asset classes. Manage in-house accounting for diverse holding portfolios. Leverage advanced portfolio optimization to construct market-neutral portfolios. Assess risks associated with alternative investments, including hedge funds and private equities.
  • Hedge Funds

    Benchmark your fund against peers through Risk Shell's proprietary multi-statistic Peer Group Analysis from the investor's perspective. Identify potential bottlenecks in your investment strategies by stress-testing extreme events. Screen hundreds of thousands of assets to identify those with a desirable risk-return profile, thereby enhancing your fund's performance. Streamline fund reporting for greater efficiency.
  • Consultants

    Harness the power of the most extensive database spanning diverse asset classes to identify optimal managers for your clients. Utilize unique Macroeconomic Scenario Screening™ and Trend Segmentation™ models to select managers resilient to adverse market conditions. Provide your clients with a range of model portfolios, strategically diversified across different asset classes, including alternative investments and private equities. Enhance your advisory services by tailoring portfolios that align with your clients' financial goals and risk preferences.
  • Due Diligence Managers

    Utilize Risk Shell's robust quantitative and qualitative due diligence frameworks to optimize and streamline your manager research process. Leverage a dedicated due diligence CRM system tailored specifically for hedge funds and alternative investments. Enhance transparency and decision-making by accessing detailed performance metrics and qualitative insights.
  • Research Houses

    Conduct an in-depth analysis of a broad market perspective, meticulously examining asset flows across diverse asset classes, encompassing alternative investments and mutual funds. Identify and evaluate the best-performing investment strategies within the expansive global investment universe. Leverage comprehensive data sets to refine your understanding of market dynamics, enabling you to make informed decisions and capitalize on favorable investment trends.
  • Traditional Long-only Managers

    Elevate your portfolio's risk-return profile through the application of advanced optimization models. Enhance asset selection by employing Macroeconomic Scenario Screening™ and Trend Segmentation™ techniques. Identify key driving factors within your portfolio using sophisticated tools such as LASSO, AIC, Elastic-net models, and Kalman filters, allowing for a more nuanced and refined approach to decision-making.
  • Hedge Fund Marketers

    Captivate potential investors by conducting thorough comparisons of your fund against peers across diverse universes. Showcase the standout elements of your fund's performance, underscoring its strengths and competitive advantages. Demonstrate the resilience of your fund by illustrating its low susceptibility to devastating market shocks.
  • Private Wealth Managers

    Craft customized investment portfolios that precisely align with your clients' risk-return preferences. Stay informed about the institutional landscape by leveraging the latest intelligence, enhancing your ability to provide superior service to clients. Provide clients with access to advanced portfolio stress testing and performance attribution analysis, enabling them to make well-informed investment decisions. Enhance portfolio diversification by offering robust multi-asset investment vehicles, ensuring a comprehensive and strategic approach to optimizing their investment portfolios.

Risk Shell

Risk Shell: advanced analytics for multi-asset investment portfolios

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.

FlexiRank™

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

Holdings

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.

Global Financial Data

Global data sets: hedge funds, CTA, ETF, traditional funds and equities

Data Coverage

Global data coverage of over 500K traditional and alternative vehicles across all geographical regions. All asset classes supported.

Data Feeds

Comprehensive data feeds from all major data vendors including traditional and alternative vehicles across various asset classes.

Custom Data Sets

User-defined assets and data sets (virtual databases) within the Risk Shell framework. Unlimited custom data fields.

Database Integration

Integration of clients' databases into Risk Shell and custom database development on-demand.

 

FoF Manager: Portfolio Management & Accounting Software

Shadow accounting and portfolio management software 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.

Transactions

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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