Institutional portfolio management, risk analytics and portfolio construction for alternative and multi-asset portfolios.
Integrated investment data, stress testing, portfolio optimization, alternative investment analytics and shadow accounting within one platform.
Manage hedge funds, private equity and multi-asset portfolios with liquidity controls, custom classifications and flexible historical accounting.
Construct hedge fund-of-funds and multi-asset portfolios with stress-test, factor-exposure, liquidity and other user-defined constraints.
Use natural language to access investment research, risk analytics and portfolio workflows.
Screen managers by risk and return targets under user-defined macroeconomic scenarios.
Compare extreme-event outcomes with a relevant peer group.
Screen funds, managers and other assets using 100+ risk and performance measures over user-defined historical periods.
Quantitative and qualitative filters run as one search, not as a screen followed by a manual cut. Risk statistics, factor and benchmark exposures, liquidity profile, stress-test results, strategy and reporting status are applied together, on a trailing period or a closed interval, across the selected hedge-fund and multi-asset universe.
Screen hedge funds and other assets by factor exposures, liquidity profile and performance under historical stress events.
Screen on descriptive fund and manager fields. Hundreds of searchable data points.
Use risk-return filters to search assets acrows multiple databases
Yes. Risk Shell allows complex searches that combine quantitative criteria with qualitative or descriptive fields. This makes it possible to narrow the search using characteristics such as asset type, strategy, classification, or other descriptive attributes together with numerical measures such as returns, volatility, liquidity, valuation, or risk statistics.
Factor Screening identifies instruments with specified sensitivities, or betas, to selected economic factors, market indices, or benchmarks. It can be used to find assets with particular factor exposures and to support factor-based research, portfolio construction, and risk analysis.
Yes. Risk Shell provides regression-based search functionality that allows you to identify instruments within a specified correlation or regression range relative to a reference asset, index, or benchmark. This can be useful for finding instruments with similar, complementary, or specific market relationships.
Yes. Risk Shell supports quantitative searches over defined historical periods, including both trailing and closed time intervals. This allows search criteria to be evaluated consistently over the period relevant to your analysis rather than relying only on current values.
Yes. User-defined data fields can be included in Risk Shell searches in the same way as supported vendor data fields. This allows institutions to incorporate proprietary classifications, internal metrics, and other custom information into their screening criteria.
Yes. Custom instruments and user-defined datasets can be organized as virtual databases within Risk Shell. They are integrated with vendor databases and can therefore be included in the same search and screening routines.
Yes. Risk Shell supports quantitative screening across a broad range of investment instruments and datasets. Depending on the available data, search criteria can include performance characteristics, risk measures, exposures, classifications, and other quantitative or descriptive fields.
Yes. Risk Shell can use quantitative risk and performance measures as screening criteria. This allows users to search for instruments or funds according to characteristics such as historical performance, volatility, downside risk, tail-risk measures, and other available analytics.
Yes. Factor-based screening can be used to identify instruments according to their estimated sensitivities to selected market, economic, or benchmark factors. This provides a practical way to search for specific sources of systematic exposure rather than relying solely on asset-class or descriptive classifications.
Yes. Risk Shell's quantitative search capabilities can be used to identify instruments with specified statistical relationships to a reference instrument or benchmark. Correlation, regression characteristics, factor sensitivities, and other available quantitative measures can help identify instruments with similar or contrasting historical behaviour.
Yes. Risk Shell is designed for multi-criteria searches, allowing users to combine several quantitative and descriptive conditions. Complex screening rules can therefore be used to narrow large instrument universes to a specific set of assets or funds matching the required characteristics.
Yes. Risk Shell can integrate data from supported vendor databases together with user-defined data and custom instruments. These datasets can be incorporated into the search environment, allowing screening criteria to be applied across a combined investment universe.
Quantitative screening can support a wide range of institutional investment research tasks, including investment universe selection, manager and fund research, factor analysis, portfolio construction, benchmark-relative analysis, and identification of instruments with specific risk, return, correlation, or exposure characteristics.
| 04 Nov 2026; 09:00AM - 10:00PM Pros and cons of VaR |
| 16 Nov 2026; 04:00PM - 05:00PM Macroeconomic Scenario Screening |
| 25 Nov 2026; 09:00AM - 10:00PM Pros and cons of VaR |
| 07 Dec 2026; 04:00PM - 05:00PM Macroeconomic Scenario Screening |
| 16 Dec 2026; 09:00AM - 10:00PM Pros and cons of VaR |
Hundreds of quantitative and qualitative filters for building precise asset and investment manager screening criteria across alternative and multi-asset investment ...
Document management and due diligence tools for alternative investments and multi-manager funds.
Tools to create and maintain virtual databases of user-defined assets within the Risk Shell environment.
Multivariate Returns-Based and Holdings-Based Factor Analysis with Static and Dynamic Style Analysis for identifying the drivers of fund and portfolio returns, factor ...
Asset ranking on user-defined synthetic risk statistics: several weighted measures combined into one rank, rather than a sort on a single conventional statistic.
Holdings-Based Analysis for hedge funds, funds of funds and multi-asset portfolios across equities, fixed income, commodities, derivatives and other asset classes.
Advanced quantitative framework to create custom benchmarks and factor subsets that ensure the best fit for any asset.
Report Builder delivers a flexible SaaS based investment reporting solution designed for fund managers and family offices.
Macroeconomic Scenario Screening™ is Risk Shell's proprietary framework for selecting investments according to their historical ...
Multi-statistic and box-plot peer group analysis for hedge funds, fund of funds and multi-asset portfolios, with estimated stress-event losses used as peer statistics.
Portfolio construction software for fund of funds and multi-manager portfolios, combining risk budgeting, diversification and correlation analysis, marginal risk ...
Optimization of multi-manager funds, fund of funds and multi-asset portfolios across a broad range of objective functions.
Portfolio What-If Analysis to create and analyze hypothetical portfolios based on actual investment portfolios.
Private equity risk management and portfolio management software, a part of the Risk Shell alternative investment platform.
Natural-Language Interface for Risk Shell
An AI assistance layer integrated with Risk Shell, combining natural-language interaction with platform knowledge, portfolio ...
Historical and factor-based stress testing for hedge funds, fund of funds and multi-asset portfolios, with predictive scenario analysis and a continuously updated ...