Improve Risk-Return Of Multi-Manager Funds

Are you looking for new creative ideas how to improve your hedge fund portfolio's performance? Do you feel that your current investment approach might underestimate some risks? Do you need to enhance your fund's market neutrality to make it immune to devastating market conditions? Does your investment portfolio behave in discordance with its design concept? If your answer is "yes", then you should consider ABC Quant's strategy enhancement solutions. Our hedge fund experts have unique hands-on experience in accessing hundreds of funds and investment strategies yet backed by the most advanced analytical platform available today. Contact us today to evaluate your portfolio and improve its performance.

Performance Enhancement: Key Techniques For Fund Of Funds

  • Implementation of portfolio rebalancing based on dynamic factor models
  • Implementation of portfolio rebalancing based on various risk budgeting models
  • Finding portfolio bottlenecks and misbalanced assets
  • Portfolio reevaluation based on the VaR statistics and tail risk analysis
  • Selecting better risk/return profile funds from the same peer group
  • Implementation of the Macroeconomic Scenario Screening™ model
  • Implementation of the Trend Segmentation™ techniques to expose and mitigate diverse manager trend performance
  • Mitigation of event risks by identifying and offsetting the impact of devastating market factors 
  • Combining hedge funds with derivatives to offset selected market factors
  • Backtesting various portfolio optimization models and selecting the best one(s)
  • Enhancing portfolio's market neutrality by using advanced optimization models with factor constraints

Services & Research On-demand

Accounting, hedge fund risk valuation and portfolio construction consulting services on-demand

Fund Risk Assessment

Risk assessment of hedge funds across a broad range of risk models tailored to alternative investments.

Portfolio Risk Assessment

Risk assessment and valuation of Hedge Fund of Funds and multi-asset investment portfolios.

 

Portfolio Construction

Hedge fund portfolio construction: manager selection, portfolio optimization and risk analysis. 

 

Portfolio Optimization

Optimization of hedge fund of funds and multi-asset portfolios across a broad range of objective functions.

Due Diligence

Comprehensive quantitative and qualitative Due Diligence on hedge funds covering all investments risks.

Style Analysis

Manager Style analysis based on multi-factor models and designed for alternative investments.

 

Strategy Enhancement

Strategy enhancement solutions to improve risk-return profiles of fund of funds and multi-asset investment portfolios. 

Accounting Services

FoHF accounting services during the initial implementation and on an ongoing basis throughout the year.

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