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ABC Quant launches risk management platform powered by Morningstar

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ABC Quant, a provider of risk management analytical solutions for the hedge fund industry, has launched the Quant Suite Morningstar edition, which offers a choice of risk management and portfolio allocation tools for institutional investors and investment advisers.

Morningstar, a provider of independent investment research, is powering this new edition through access to its hedge fund database.

Morningstar has performance data for approximately 8,000 active hedge funds and funds of hedge funds in its database and tracks operational data, like fee structure and contacts.

Subscribers to the Quant Suite Morningstar edition will also have access to the Morningstar Rating for hedge funds as well as 1,500 indexes, including Morningstar’s families of hedge fund indices.

Quant Suite accommodates risk-return valuation across hundreds of advanced metrics including the value-at-risk derivatives and higher moments; portfolio construction and simulation tools; 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 subset creation tools.

In addition to its standard set of quantitative components, the Quant Suite Morningstar edition also offers a greater insight into manager portfolios by analysing allocation breakdowns across various criteria including asset allocation, asset liquidity, credit quality and coupon range. It also incorporates a custom benchmark builder module that includes hundreds of Morningstar indices and benchmarks.

“There is a great deal of inconsistency and data discrepancy problems when it comes to hedge fund risk assessment. Hedge funds, as private investment vehicles, present highly unregulated and often non-transparent investment area. That is why it is extremely important to provide investors not only with sophisticated analytical models, but also with top-quality data that could be trusted,” says Andrew Grauberg, president of ABC Quant.

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