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.

Key Features

  • 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
 

FAQs

  • Can I combine quantitative and qualitative (descriptive) filters?

    Yes. Complex search criteria can include any quantitative and qualitative filters.
  • What is Factor Screening?

    Factor Screening allows finding assets with defined sensitivities (betas) to selected economic factors or benchmarks.
  • Can I search for instruments with a certain correlation to another instrument or a benchmark?

    Yes. Risk Shell offers a special regression-type search function that allow filtering instruments with a given correlation/regression band to a defined benchmark base, which can be any asset, index or a benchmark.
  • Can I perform a quantitative search within a given time interval?

    Yes. Any trailing or closed time intervals are supported.
  • Can I search across custom user-defined data fields?

    Yes. User-defined data fields are searchable - like any data vendor fields.
  • Are custom user-defined instruments also included into the search pool?

    Yes. Used-defined datasets are structured as virtual databases merged with vendor databases and, as such, are included into a search routine.

Risk Shell Components

Advanced analytics for multi-asset investment portfolios

Screening

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

Quantitative tools for portfolio construction: 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 tailored to alternative investments.

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.

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