Alternative Investment Management Software

Risk Shell

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.

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FoF Manager

Shadow Accounting for Alternative Portfolios

Manage hedge funds, private equity and multi-asset portfolios with liquidity controls, custom classifications and flexible historical accounting.

35+ hedge fund liquidity settings
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Portfolio Optimization

Nonlinear Portfolio Optimization

Construct hedge fund-of-funds and multi-asset portfolios with stress-test, factor-exposure, liquidity and other user-defined constraints.

Custom Constraints for market-neutral and risk-controlled portfolio construction
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Risk Shell AI

Natural-Language Access to Risk Shell

Use natural language to access investment research, risk analytics and portfolio workflows.

2.3B tokens in our in-house financial LLM
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Macroeconomic Scenario Screening

Select Assets for the Scenario You Define

Screen managers by risk and return targets under user-defined macroeconomic scenarios.

Trend Segmentation™ proprietary regime-analysis engine
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Peer-relative Stress Testing
Portfolio Stress Testing

Peer-Relative Stress Testing

Compare extreme-event outcomes with a relevant peer group.

500K+ live stress-tested instruments
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2020
June, 2020
July, 2020

Training: Risk Management For Fund of Funds and Hedge Fund of Funds

Risk Shell analytics delivers numerous software tools designed for risk assessment of complex non-linear financial instruments like hedge funds of hedge fund of funds. These tools are based on the latest academic researches and the most advanced techniques in modern risk management. Furthermore, Risk Shell offers a number of propriety risk models and methodologies, perfected over almost two decades and proven by hundreds of institutional managers. To help you adopt these advanced risk management techniques, we offer tailored Risk Management programs and tutorials that cover both fundamental risk aspects and Risk Shell relevant modules and components.

Risk Management For Fund of Funds: Fundamentals

  • Using Value-at-Risk for hedge fund assessment. Tail risks and VaR derivatives: Hybrid Vaue-at-Risk, Conditional Value at-Risk and Modified Value-at-Risk.
  • Style Analysis for hedge funds - why the traditional returns-based style analysis used by Sharpe (1992) cannot be applied to hedge funds.
  • Advanced regression models: the Elastic-net, LASSO, Rigid regression, Akaike Information Criterion (AIC), and the Kalman filter.
  • Using autocorelation analysis for exposing liquid hedge fund holdings.
  • Holdings-Based Analysis, risk assessment of hedge funds and hedge fund of funds.

Risk Shell Proprietary Models: Step-by-Step Tutorials

  • Using Macroeconomic Scenario Screening™ for hedge funds and fund of funds.
  • Trend Segmentation™, an extension to hedge fund Style Analysis.
  • Introduction of FlexiRank™, a system to create user-defined fund ranking criteria.
  • Multi-statistic Peer Group Analysis, why it is superior to the traditional Box-Plot charts.
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