Risk Shell Screening component offers hundreds of qualitative and quantitative asset search filters including risk statistics, strategies, factor exposures, factor-dependent metrics (alpha and beta) and many more. Risk Shell Screen incorporates Macroeconomic Scenario Screening™ (patent pending), an innovative concept of finding assets with a desired risk-return profile under user-defined market conditions. Risk Shell allows clients to design virtually unlimited combinations of macroeconomic scenarios using thousands of economic factors.
- Quantitative and qualitative asset screening
- 100+ searchable risk-return statistics
- Benchmark dependent filters: ρ, α, β, β+, β-
- Macroeconomic Scenario Screening™ (Factor & Trend)
- Factor exposure and liquidity filters
- Variable confidence levels
- Any custom time periods, open/closed intervals
- Dead funds, non-reporting funds filtering
- Global search across multiple vendor databases
Can I combine quantitative and qualitative (descriptive) filters?
What is Factor Screening?
Can I search for instruments with a certain correlation to another instrument or a benchmark?
Can I perform a quantitative search within a given time interval?
Can I search across custom user-defined data fields?
Are custom user-defined instruments also included into the search pool?