Morningstar Data Feed for Quant Suite Fund Analytics

All-in-One

Providing a comprehensive investment framework for hedge funds, the Quant Group covers the entire range of risk management, fund of funds portfolio construction and due diligence. We offer not only the investment methodology, but also software solutions based on the latest risk models and algorithms. Designed by hedge fund managers, Quant Platform addresses all needs of hedge fund investors.

Hedge Funds

Addressing numerous biases and irregularities of hedge funds, we provide both the quantitative and qualitative solutions authentically suited to practitioner needs. These include risk valuation of non-normal distributions of returns, manager style multi-factor analysis, stress testing, distribution fitting and “what-if” analysis. Read more...

Funds of Funds

Constructing a portfolio of hedge funds involves two fundamental tasks: how to optimize its asset allocation and how to provide its risk assessment. Since the common mean-variance framework is hardly applicable for hedge funds, we incorporated the latest genetic optimization routines to derive the true optimum of multi-extreme objective functions. Read more...

Corporate Intranets

The Quant Suite network solutions include a broad choice of configurations to provide a multi-level network access across both the LAN and VPN infrastructures. For example, a due diligence database can be easily accessed by a due diligence manager on the move, while the main risk engine server can be used by different portfolio managers simultaneously. Read more...

Quant Platform

Quant Platform combines the hedge fund risk valuation tools, portfolio composition, fund screening and optimization components. It could be implemented as a stand-alone or shared application in LAN (VPN) environments. Read more...

Quant Risk

The Quant Risk tools incorporate both the traditional and advanced risk valuation models applicable for the non-linear assets like hedge funds. Its advanced metrics include VaR (historical and fitted distributions), CVaR, MVaR, multi-factor analysis and many more. Learn more...

Quant Portfolio

This component facilitates the fund of funds composition process yet taking into account the unique problems of hedge fund irregularities. It contains simulation and stress testing, the proprietary distribution adjustment modules and fund screening. Learn more...

Quant Style

Identifying hedge fund risks based on the fund strategy classification is a common mistake. Fund managers may implement hundreds of trading strategies uncorrelated with the corresponding strategy indices, thus making the real style analysis very important. Learn more...

Quant Optimum

Optimizing portfolios of hedge funds with the VaR-based objective functions involves multi-extreme optimization frameworks. The Quant Optimum is a set of software libraries that provides genetic optimization of hedge fund baskets. Learn more...

Filling the gap

The Quant Group is committed to fill a gap between the mathematics employed by advanced academic researches and the level of general knowledge that might reasonably be digested by practitioners. That is why we included tons of educational resources, tutorials, video presentations and webcasts available for hedge fund investors of all categories.

Knowledgebase

Our knowledgebase (KB) system covers the entire range of hedge fund investments – from manager tips to complicated quantitative solutions and the due diligence methodology. The KB database is populated by three sources: our own experts, the feedback and questions from fund managers and third party contributors. Go to Knowledhebase

Webcasts and video

To help you guide through the Quant framework and hedge fund investment methodology we have created webcasts, video presentations and interactive tutorials. Providing a single point of access these materials contain several categories across all the corners of hedge fund investing. Each category is updated frequently so please visit often. Webcast Library

Practitioner expertise

The Quant framework has been designed by seasoned hedge fund professionals with diverse experience in trading, risk management and asset allocation. It incorporates the latest emerging trends in hedge funds, alternative strategies, proprietary techniques and industry best practices. Research continues to enhance and evolve these practices addressing changes in the financial environment and new insights into hedge funds.

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Morningstar Edition

Quant Suite special Morningstar edition offers a number of additional features and components utilizing the power of the comprehensive multi-dimensional databases of Morningstar, Inc.

Asset Allocation Snapshot

Get a deep insight into manager portfolios and analyze allocation breakdowns across various criteria: asset allocation, asset liquidity, credit quality, coupon range and many more. Build charts for the selected sector components.

Benchmark Builder

Build a custom index subset from over 2,200 available indices and benchmarks. Switch between standard and custom benchmark datasets by a single mouse click.

Automatic Database Updating

Check, if data updates are available and run an automatic database update routine.The online updates include Morningstar hedge fund databases, Quant Trend Segmenattion data, Beta metrics and indices (benchmrks).

Multi-manager Qualitative Information

Get the extra details of fund top staff (manager biography, education, degree and so on). With the special Morningstar edition you may browse through all the listed managers and principals.

Video Tutorials

Quant Suite Morningstar Edition. It covers the new features and components: additional qualitative details, asset allocation breakdown modules and Index Builder. Duration 4:37 min.

Quant Group video materials and tutorials available on or through this website are protected by copyright and international intellectual property laws. Your right to view Quant Group video materials and tutorials is strictly on an invitation-only basis. You may not download, distribute or otherwise publish, copy, transmit, modify, reverse engineer, or sublicense any video content and/or tutorials available on or through this website.

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