Risk Shell is an advanced all-in-one analytical platform for risk management and portfolio construction of hedge fund and multi-asset investment portfolios.

Key Components

  • Quantitative and qualitative asset screening
  • Risk engine delivering hundreds of statistics
  • Macroeconomic Scenario Screening™
  • Multi-statistic and traditional Peer Group Analysis
  • Returns- and Holdings-Based Analysis
  • Portfolio optimization
  • Portfolio What-if analysis
  • Portfolio marginal risk constribution
  • Stochastic simulation
  • Risk budgeting
  • Performance attribution analysis and stress testing
  • 50+ interactive charts
  • Shadow accounting for hedge FoF
  • CRM & Document management
  • Risk Shell Modules
    Risk Shell Modules
  • Factor Analysis
    Factor Analysis
  • Stress Testing
    Stress Testing
  • Peer Group Analysis
    Peer Group Analysis
  • Portfolio Optimization
    Portfolio Optimization
  • FoF Manager
    FoF Manager
  • FoF Manager Charts
    FoF Manager Charts

Risk Shell Statistics (70+)

Risk Shell Functions


 

FAQs

  • Does Risk Shell support in-house databases?

    Yes, custom data is fully supported. There are two ways of integrating custom data into Risk Shell. First, clients can easily create and maintain their own databases in the Risk Shell framework. Second, we can create a data bridge between our data servers and clients'. Then clients continue maintaining their in-house databases which will by synchronized with Risk Shell.
  • Can I customize Risk Shell configuration?

    Yes, you can select only modules and components you need. We offer several preconfigured Risk Shell packages (Basic, Ultimate I-III etc.) as well as flexible user-defined configurations. Furthermore, you can select required data feeds from the list of supported data vendors as well as use your own data.
  • How often is Risk Shell being updated?

    Usually, we provide 2-3 new Risk Shell releases per month - all based on new development requests of our clients. This way we can ensure a continuous enhancement of the platform as well as address the real needs of our clients.
  • What happens with our workflow if the Risk Shell server is down?

    So far, we have never had a single case of Risk Shell networks failures for the last 10 years. However, in the unlikely event of a network outage, clients can instantly switch to one of our redundant servers, fully synchronized with production servers.
  • Is Risk Shell less secure than desktop applications?

    In fact, Risk Shell is more secure than common desktop applications, because it doesn't require an access to clients' PCs. Risk Shell is hosted on a private dedicated server network and protected by numerous security measures including multiple firewalls and IP validation. It has been thoroughly vetted and approved by top institutional investors imposing strict security requirements.
  • Do you provide backups of clients' data?

    Yes, there are two levels of custom backups: automatic system backups twice a day and user-initiated manual backups. We save system backups for a period of two years.
  • Can you help us migrate our portfolios and data into Risk Shell?

    Yes. Many of our clients come from different analytical platforms where they accumulated significant amounts of research data, portfolio allocations and custom assets (funds). Migrating that data to Risk Shell could be challenging and time consuming. That is why, we offer data migration services covering any data formats across any existing analytical platforms.
  • Does Risk Shell support team environments?

    Yes, it natively integrates special tools for sharing various objects (e.g. portfolios, custom assets, research settings etc.) across team members according to the user-defined access rules. These rules are to set up by system administrators based on clients' requested protocols.

"... ABC Quant is the only company providing serious all-in-one quantitative frameworks for advanced hedge fund investors. Risk Shell integrates the most sophisticated risk and portfolio construction analytics developed today - combined with hedge fund due diligence, CRM and accounting..." 

Francesco Cannella
Banca IMI
Hedge Funds & Alternative Investment 
Principal Investments

Risk Shell Components

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 tailored to 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.

NEW! Kalman Filter for DSA

The Kalman filter for Dynamic Style Analysis offers a high accuracy when analyzing asset factor exposures. In most cases, it is capable of achieving a high r-squared of the factor model of over 0.999.

Asset Return Adjustment Framework

Clone portfolio assets and adjust return estimates manually - to override data vendor returns. Then switch between vendor data and adjusted (cloned) instruments by a single click.

Portfolio Construction Framework

All-in-one portfolio construction framework including non-linear portfolio optimization, risk budgeting, stochastic simulation, market-neutral portfolio builder, diversification analysis and many more.

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