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What is New

Quant Suite 2009 offers hedge fund investors the most advanced software platform covering all the corners of fund performance analytics, fund of funds portfolio optimization, and performance attribution analysis.  It includes over 300 improvements and drastic changes to its predecessor, Quant Suite. The major improvements include:

New Graphical User Interface

Quant Suite 2009 incorporates a new user interface based on a Microsoft Office 2007 Ribbon and task pane.

FlexiRank™ Component

A new component of ranking fund managers is based on the proprietary technique developed by the Quant Group. It offers constructing additional custom designed statistics from a weighted selection of common predefined metrics.

Additional Statistics

New statistics include: Omega ratio, Kappa ratio, Hybrid Value-at-Risk and Lower Partial Moments (the optimization section).

Custom Peer Statistics Selection

Now you can select any of the predefined 25 statistics for the Peer Group Analysis component. These metrics include Omega, Kappa, alpha and beta statistics against any given economic factors.

Switching Hedge Fund Index Subsets

The new Benchmark tab provides an option of changing the subsets of hedge fund indices on-the-fly. Now you may add an unlimited number of index subsets via the Index module (settings).

New Efficient Frontier Charting

Now the Efficient Frontier charts incorporate an option to navigate through the Frontier points and display the underlying asset weights. You may also view the risk-return position of the constructed portfolio relative to the Efficient Frontier curve.

Asset Flags in Wallets

To facilitate due diligence on hedge fund managers, each saved fund in the wallets can be assigned a flag from the common set of investment process events: Current Investment, Pending Due Diligence, Unknown Manager etc.

Snapshot for Peer Analysis

You can quickly get all the quantitative risk and return statistics for any peer funds directly from the peer component window.  It saves time yet makes the screening process more efficient.

Switching Market Factors for Peer Analysis

There is no need to run a new peer analysis every time when you change market factors after performing manager performance attribution analysis or style drift analysis. Now you can do it on-the fly by simply switching factors in the Beta analysis window of the Peer component.

Embedded Video Tutorials

Now video tutorials are integrated with the Quant Suite main shell. Your learning curve has never been so short and enjoyable.

Faster Results

New linear and non-linear optimization routines offer fast portfolio optimization (up to 100 times faster than using Excel built-in solver). Database queries have been also optimized to ensure smooth operations when working with large vendor databases.