Risk

ABC Quant launches risk management platform powered by BarclayHedge

ABC Quant, a provider of risk management analytical solutions for the hedge fund industry, has launched Quant Suite Barclay Edition.

The new application, powered by Barclay databases, offers a broad choice of advanced analytical tools for institutional investors and investment advisers.

BarclayHedge is powering the new platform through access to its range of hedge fund, fund of fund and managed futures (CTA) databases.

Barclay databases offer information for more than 5,800 alternative investment vehicles across all strategies and asset classes.

Quant Suite Barclay Edition provides automatic data updating twice a month.

It offers a choice of analytical solutions for investment professionals, including:

• Risk-return valuation across hundreds of advanced metrics including higher moments;
• Portfolio construction and simulation tools;
• Tools for manager valuation during different market trends encompassing thousands of economic factors;
• Non-linear portfolio optimisation;
• Multi-factor return-based style analysis;
• Peer group comparison analysis;
• Tools for constructing custom evaluation metrics;
• Flexible screening filters and subset creation tools

“Data quality is a critically important issue when determining the valuation of alternative instruments. There are numerous data discrepancy and consistency challenges related to the fundamental characteristics of hedge funds; notably their non-transparent and unregulated nature,” says Andrew Grauberg, chief executive and president of ABC Quant. “BarclayHedge databases are among the most sophisticated and trusted data sources available in the alternative investment industry. We’re pleased to launch a new product that helps investors to construct robust investment portfolios fully utilising the quality and reliability of Barclay’s data and research.”

“Leveraging ABC Quant’s advanced risk management applications, Quant Suite Barclay Edition offers professional investors an integrated all-in-one platform for hedge fund risk assessment and asset allocation. This new application was designed to address the needs of a broad category of hedge fund investors, from family offices to institutional fund of funds. Quant Suite Barclay Edition combines the most sophisticated analytical models available today with a user-friendly interface that makes it easily accessible to investment professionals. It takes only a short time to learn the system and to benefit from its capabilities,” says Sol Waksman, president of BarclayHedge.

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