ABC Quant has released Quant Suite 2009, an analytic platform offering solutions for hedge fund risk assessment and portfolio construction.

Quant Suite applications cover the broad range of aspects of hedge fund risk management and asset allocation including:

• Risk-return valuation across hundreds of metrics including the VaR derivatives and higher moments;
• Non-linear portfolio optimisation over various objective functions;
• Multi-factor return-based style analysis;
• Peer group comparison analysis;
• Tools for constructing custom evaluation metrics; and
• Flexible screening filters and hedge fund universe subset creation

Quant Suite has been designed for institutional investors, endowments, and medium-to-large hedge fund-of-funds.

The platform offers the access to over 15,000 hedge funds and CTAs across the globe.

"Quant Suite offers professional hedge fund investors a comprehensive all-in-one solution to perform complex fund filtering, run advanced risk evaluation and build portfolios satisfying desired risk-return criteria. With our special tools for creating unlimited subsets of the hedge fund universe (Wallets), the heuristic process of constructing and testing hundreds of portfolios becomes effortless. The user-friendly yet intuitive interface of Quant Suite 2009 ensures building complex risk models and optimising portfolios within minutes after installing the software," says Andrew Grauberg, chief executive of ABC Quant.


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