Risk Shell Editions for Traditional Long-Only Managers
Risk Shell Traditional Manager Editions combine institutional asset research, factor analysis and portfolio construction for long-only equity, fixed-income and multi-asset strategies. The platform extends conventional return, volatility and benchmark analysis with conditional screening, holdings-based risk analysis, nonlinear optimization and explicit portfolio constraints.
The editions are cumulative. Higher configurations add progressively deeper factor research, portfolio risk and optimization capabilities, while the upper editions extend the analytical environment with Bloomberg integration and the Risk Shell Stress-Test Database.
Asset Selection & Market Screening
Screen large investment universes using conventional risk-return criteria together with market-conditional and factor-based selection tools.
- Global Search and 100+ quantitative screening criteria
- Macroeconomic Scenario Screening™
- FlexiRank™ with custom ranking criteria
- Peer Group Analysis and Side-by-Side Analysis
Factor & Holdings Analysis
Analyse portfolio and asset exposures using return-based factor models together with direct holdings-based risk analysis.
- Static and Dynamic Attribution Analysis
- Factor Best-Fit using LASSO, PCA, AIC and Ridge models
- Holdings-Based Analysis
- Equity Style Box and advanced correlation analysis
Portfolio Construction & Optimization
Move beyond basic mean-variance allocation using advanced portfolio objectives, explicit risk constraints and institutional rebalancing tools.
- Portfolio Optimization and optimization backtesting
- Risk Budgeting and marginal risk contribution
- Portfolio Stochastic Simulation and forecasting
- Rebalancing and market-neutral portfolio construction
Market Data & Stress Analytics
Combine portfolio analytics with market data and stress-testing tools for equity, fixed-income and multi-asset portfolios.
- Bloomberg real-time and pre-saved data integration
- Multiple return frequencies and currency conversion
- Historical and model-based Stress Testing
- Stress-Test Database covering 500K+ instruments in Ultimate IV
Choose the Appropriate Traditional Manager Edition
Basic provides the core asset research, screening and risk-analysis environment. Ultimate I adds macroeconomic scenario screening, factor analysis, holdings analysis and advanced research tools; Ultimate II adds portfolio construction, optimization, risk budgeting and institutional research management; Ultimate III adds Bloomberg integration for market-data-driven workflows; and Ultimate IV adds access to the Risk Shell Stress-Test Database for large-scale extreme-event analysis.
The matrix above provides the complete component-by-component comparison of Risk Shell Editions for Traditional Long-Only Managers.