Index And Proxy Builder For Hedge Fund Investors
As a quantitative risk analyst, you know the importance of well-constructed sets of explanatory variables for factor analysis and stress testing. Identifying such variables or factors is not a trivial task, especially when it comes to alternative assets with exposures to complex instruments across various markets. Risk Shell Index Builder makes that task easier by offering advanced tools for a factor (benchmark) selection.
Run Better Style Analysis - Precise Stress Testing
- Instantly identify the best fit factor subset for any given instrument
- Create a custom user-defined index, benchmark or proxy
- Find appropriate indices or benchmarks for any asset classes
- Maintain an accurate and holistic view of factor diversification
Advanced Risk Analytics
- Quantitative index search filters
- Elastic-net, LASSO and Ridge regression
- Akaike Information Criterion (AIC)
- Principal Component Analysis
- Correlation heat maps
- Unlimited user-defined factor subsets
