Hedge fund of funds group Infiniti Capital has launched its Infiniti Analytics Suite, a portfolio modeling and analysis software package for hedge and mutual funds.
Infiniti Capital has used the system internally since early 2005.
It is designed to achieve the post modern portfolio theory objectives of improving investor returns and reducing down side risk. The system gives faster, easier and more flexible access to intuitive, meaningful portfolio analysis.
'The software has been in Beta testing for the past four months with a test group of 200 people and the feedback thus far has been very positive,' says IAS project originator and Infiniti chief investment officer Peter Urbani.
'This package has been built by portfolio managers for portfolio managers and does not suffer the operational difficulties of most other larger packages which are primarily accounting systems with a portfolio module added on as an afterthought. The IAS is designed purely and simply to allow portfolio managers to build better portfolios and to manage their risk quickly and easily. Ultimately it is designed to help save time and money through more effective risk monitoring.'
The IAS incorporates additional features to those found on current modeling systems. Standard features include the ability to import and export data, screen large databases, generate statistics and reports, build portfolios, and optimize portfolios using traditional mean variance/modern portfolio theory methods.
The IAS can be used to screen and rank hedge funds, mutual funds, managed accounts, ETFs and individual equities, cash and bonds; build funds of hedge funds, managed accounts, mutual funds, ETFs, equities or any combination thereof; build hedge fund replicating portfolios; and build equity long/short portfolios.