Quant Suite 2009 Overview

Quant Suite 2009 is a set of quantitative tools and components designed to solve a broad range of tasks encompassing nearly all areas of investment fund risk management and portfolio construction

Quant Suite 2009 may be used to accomplish the following objectives:

• Risk valuation of a broad range of investment funds: hedge funds, funds of funds, exchange-traded funds, open/closed-end funds and money market funds.
• Screening a fund universe on various quantitative and qualitative criteria.
• Screening funds for different Macroeconomic Scenarios.
• Running portfolio stochastic simulation.
• Creating custom rating criteria and ranking funds.
• Performing portfolio optimization.
• Constructing market-neutral portfolios.
• Running peer group analysis.
• Creating custom quantitative statistics (FlexiRank™).
• Performing fund side-by-side analysis.
• Running a multivariate performance attribution style analysis against economic factors and indices.
• Getting a qualitative fund snapshot.
• Truncating a fund universe and creating its subsets (wallets).
• Consolidating fund databases from different vendors into virtual global universes.

Quant custom solutions helps you find the best investment vehicles satisfying your risk-return profile and build optimal or quasi-optimal portfolios.