Software For Long-Only Funds: Risk Analytics & Portfolio Construction

As a traditional investment manager, your role is to compete with an enormous community of institutional managers and differentiate your strategy from the crowd. You probably know all traditional investment approaches and fully understand the difficulty of reinventing the wheel of long-established methodologies. Risk Shell can help you resolve this problem and offer something really unique yet highly efficient in creating robust portfolios of traditional vehicles. Our analytical solutions came from alternative investments - the most complex, non-transparent and often unregulated financial instruments. As such, these instruments require more advanced analytics than traditional assets, e.g. non-linear portfolio optimization, tail-risk analysis, multivariate factor models and so on. Applying these models for traditional asset portfolios can greatly enhance their risk-return profiles and open a room for developing new investment strategies.

Benefits For Traditional Investment Managers

  • Enhance your portfolio risk-return profile by applying advanced optimization models
  • Improve asset selection using Macroeconomic Scenario Screening™ and Trend Segmentation™ techniques
  • Identify portfolio driving factors using LASSO, AIC, Elastic-net models and Kalman filters
  • Satisfy investors by offering more advanced analytical frameworks

Advanced Risk Analytics

  • Non-linear and Differential Evolution portfolio optimization
  • Proprietary Macroeconomic Scenario Screening™ and Trend Segmentation™ techniques
  • Risk budgeting (10+ strategies)
  • Global Equities databases and direct Bloomberg data feed

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