Portfolio Construction Software For Fund of Funds
Risk Shell Portfolio Construction component offers advanced quantitative tools for portfolio construction, designed for the following categories of investment funds:
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Hedge fund of funds
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Long-only traditional funds
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Multi-asset funds and multi-asset portfolios
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Multi-manager funds
How It Helps Hedge Fund Investors And Fund Of Funds Managers
- Enhance portfolio performance using risk budgeting
- Optimize portfolios over a broad range of models (CVaR, Omega, Max Drawdown and many more)
- Reduce risks by improving portfolio diversification
- Backtest asset allocation strategies
- Analyze marginal risk contributions of underlying assets
- Build market-neutral portfolios
Portfolio Construction Modules
- Risk budgeting (10+ strategies including Equal Risk Contribution, Global Minimum Variance Portfolio, Most Diversified Portfolio, Minimum Tail Dependent Portfolio and many more)
- What-if analysis
- Diversification & correlation analysis
- Marginal risk contribution analysis
- Non-linear and Differential Evolution Optimization
- Backtesting: single and batch modes
- Background or real-time portfolio optimization
- Numerous portfolio rebalancing strategies
- Copula-based multivariate stochastic simulation