ABC Quant, LLC, a leading provider of risk management analytical solutions for the hedge fund industry, today announced that it launched Quant Suite Morningstar edition, which offers a broad choice of risk management and portfolio allocation tools for institutional investors and investment advisors.
Morningstar, Inc., a leading 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 RatingTM for hedge funds as well as 1,500 indexes, including Morningstar’
Quant Suite by ABC Quant, LLC, integrates all-in-one risk management framework accommodating:
• 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 optimization over various objective functions;
• Multi-
• Peer group comparison analysis;
• Tools for constructing custom evaluation metrics;
• Flexible screening filters and subset creation tools.
In addition to its standard set of quantitative components, the special Quant Suite Morningstar edition also offers a greater insight into manager portfolios by analyzing allocation breakdowns across various criteria: asset allocation, asset liquidity, credit quality, coupon range and many more. 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,” said Andrew Grauberg, president of ABC Quant. “We’re pleased to work with Morningstar to launch a new product line that utilizes the power of Morningstar’
About ABC Quant, LLC.
ABC Quant, LLC, is an independent provider of analytical models and software tools for the hedge fund industry. The company offers a broad range of hedge fund risk management solutions and provides both quantitative and qualitative due diligence on hedge funds. It is a global company with offices and representatives in Sydney, London and New York.
