The Portfolio component of Quant Suite 2009 combines the features of two Quant Platform modules: Quant Portfolio and Quant Optimum. With this most advanced software specially designed for fund of funds and multi-manager investment portfolios your team will be able to work faster yet deliver highest quality investment products.

All-in-one Layout

Construct hedge fund portfolios from the filtered fund subsets or by loading saved wallets. Perform stochastic simulation and analyze portfolio distributions of returns. Optimize fund of funds portfolios and construct Efficient Frontiers.

Advanced Portfolio Statistics

Portfolio metrics include three groups: historical statistics, simulated statistics and factor-dependent metrics (alpha and beta categories). Analyze portfolio performance against any common or custom benchmarks. Perform correlation and/or regression sensitivity analysis to build robust portfolios immune to underlying fund movements.

Portfolio Optimization

Perform linear or non-linear optimization of multi-manager portfolios of and build Efficient Frontiers with various objective functions: MVaR, CVaR, LPM, Omega, Maximum Drawdown, Semideviation or Standard Deviation. Plot the current portfolio risk-return position on the Efficient Frontier graph. Navigate through the Efficient Frontier curve and follow the underlying weight changes. Run optional portfolio liquidity optimization or strategy exposure optimization. Build market-neutral fund of funds by controlling portfolio exposures to hundreds of economic factors or indices.