Hedge Fund Optmizer
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From the publisher website or publicity Portfolio construction module offers the possibility to construct fund of hedge funds and portfolio with hedge funds. It minimizes the probability of extreme risks. To do the optimization, we use a copyrighted algorithm. The fund of hedge funds has low probability to extreme negative risks. This is the most preferred module by our clients. This module offers advanced features like portfolio simulation, stress testing or volatility decompostion. Portfolio construction module offers the possibility to construct fund of hedge funds and portfolio with hedge funds. It minimizes the probability of extreme risks. To do the optimization, we use a copyrighted algorithm. The fund of hedge funds has low probability to extreme negative risks. This is the most preferred module by our clients. This module offers advanced features like portfolio simulation, stress testing or volatility decompostion. Hedge fund rating module provides hedge funds quantitative and qualitative rating by using a mathematical model based on the Sharpe based style analysis technique. It allows to detect the managers who deliver significant out-performance versus their statistical styles. This model is proven to select managers who are beating their styles in term of return and in term of risk adjusted return. It allows the analysts to add qualitative criteria and then to rank the managers based on these criteria. Return forecast module forecasts the hedge fund index returns with accuracy. It gives the weights to invest next 1 to 12 months and provides out-performance above every tailored made benchmark. The model is based on a lagged stepwise regression and uses economic factors to forecast the hedge fund index return. This module allows to enhance the fund of fund returns by some hundreds basis points per year.
Hedge fund rating module provides hedge funds quantitative and qualitative rating by using a mathematical model based on the Sharpe based style analysis technique. It allows to detect the managers who deliver significant out-performance versus their statistical styles. This model is proven to select managers who are beating their styles in term of return and in term of risk adjusted return. It allows the analysts to add qualitative criteria and then to rank the managers based on these criteria. Return forecast module forecasts the hedge fund index returns with accuracy. It gives the weights to invest next 1 to 12 months and provides out-performance above every tailored made benchmark. The model is based on a lagged stepwise regression and uses economic factors to forecast the hedge fund index return. This module allows to enhance the fund of fund returns by some hundreds basis points per year. |
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Vendor: AlternativeSoft |
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