Hedge Fund Style Analysis

Manager style analysis presents a relatively new trend in hedge fund assessment. Though the "style analysis" term has been popular among investment advisors for a long time, typically, it implies a manager style (or a trading strategy) decomposition into a fixed predefined set of investment styles, e.g. value, growth etc. While many existing style analysis platforms were designed for fully transparent mutual funds providing daily reports, their applicability for monthly reporting and non-transparent alternative investment vehicles becomes questionable. Quant Style Analysis solutions are entirely different. Developed by hedge fund professionals and tailored specifically for alternative investments, Quant performance attribution analysis opens a new dimension for a deeper insight into manager trading strategies and driving macro factors, thus giving you a competitive advantage.

Benefits For Hedge Fund Investors

  • Maintain an accurate view of manager trading strategies and style drifts
  • Identify exposures to not disclosed asset classes and markets
  • Find key macroeconomic factors driving manager performance
  • Stop relying on ambiguous manager strategy labels from data vendors

What We Can Do For You

  • Construct the best fit factor (style) subset for your fund or a portfolio
  • Identify the best factor model by testing various concepts, e.g. Kalman filters, Elastic-net, LASSO etc.
  • Identify manager style drifts and important exposure changes
  • Perform both Holdings- and Returns-Based Style Analysis
  • Identify key macroeconomic factors driving manager performance (static and/or dynamic analysis)
  • Suggest solutions to mitigate an unbalanced exposure to devastating strategies and/or macroeconomic factors

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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