|Features|Factsheet|Download|Prices|Purchase|Databases|
Manage, edit and analyze the assets in your software Search for assets satisfying user defined criteria. Compare statistics between assets and user defined peers. Determine style exposure and sensitivity to market and economic factors. Evaluate an aset's alpha and alternative betas. Assign qualitative and quantitative ratings for assets based on user defined criteria. Select assets, leverage, currency for your portfolio. Define your constraints. Perform portfolio optimizations using MVaR, CVaR, Mean Variance, Omega, Correlation or Max Drawdown. Display portfolio optimization statistics. Analyze the impact on the portfolio for changes in asset allocations. Analyze portfolio historical statistics after management and performance fees. Stress test your portfolios under extreme market conditions and "what if?" scenarios. Simulate future asset or portfolio returns. Forecast asset or index returns for next 1 to 6 months. Create portfolios of transparent and liquid assets aiming at replicating fund of fund returns.
   
 
Database
 Asset Selection
Module
 Portfolio Construction Module
 Return Forecast Module
 Replication Module
- Daily, weekly, monthly data
- Supports MS SQL databases
- Free Firebird database
- Database Integration tool
- Customizable fields
- Ability to import and export custom fund information
- Import/Export data using Excel
- Online Database Updates
- Proxy asset returns
- Quick asset statistics
- Daily, weekly, monthly data
- Free MSCI and Russell equity indices
- Fund risks and extreme risks
- Easy-to-use peer grouping
- Fund rating
- Alpha and alternative betas computation
- Style analysis
- Stress testing (single factor, multi-factors with correlation views)
- Excel and PDF fact sheets
- Daily, weekly, monthly data
- Free Russell and MSCI indices
- Portfolio risks and extreme risks
- Portfolio construction with extreme risks minimization and liquidity optimization
- Portfolio construction with equal contribution to volatility for each asset
- Portfolio construction during only financial crisis
- Portfolio construction without optimization
- Portfolio management with liquidity
- Stress testing (single factor, multi-factors with correlation views)
- Excel and PDF fact sheets
- Hedge fund index returns forecasts
- Hedge fund returns forecasts
- Tactical Asset Allocation
- Replicate hedge fund indices with ETFs or futures
 
   
         
         
  Software Feature
Asset Selection Module Portfolio Construction Module Return Forecast Module Replication Module
Portfolio downside risk minimization      
Portfolio management      
Portfolio liquidity management      
Efficient frontier optimization      
Return attribution versus benchmark      
Out-of-sample optimization      
Fund proxy for short asset    
Daily, weekly, monthly data    
Fact sheets: Excel + PDF + batch    
Stress testing (single factor, two factor, multi factors) with correlation views    
What-if scenario    
Expected returns models    
Simulation (asset, portfolio)    
Risk and extreme risks statistics    
Omega    
Free MSCI + Russell indices
Citrix, SQL, XML technology
Bloomberg + Morningstar long-only databases
Free technical support
Hedge funds databases imported automatically from the web
Asset search  
Microsoft SQL database
Style analysis      
Fund ratings      
Fund alpha and alternative betas      
Exposure to economic factors      
Hedge fund index returns forecasting      
Hedge fund returns forecasting      
Tactical asset allocation      
Replicate hedge fund index      
Replicate fund of hedge funds      
       



 
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Disclaimers: AlternativeSoft makes no representation (either express or implied) that the information and opinions expressed on this website are accurate, complete or up to date. AlternativeSoft disclaims, without limitation, all liability for any loss or damage of any kind, including any direct, indirect or consequential damages, which might be incurred through the use of or access to the AlternativeSoft website, to the use of its software or any links to third-party websites.
  • Daily, weekly, monthly frequency portfolios
  • Portfolio risks and extreme risks
  • Portfolio construction with extreme risks minimization and
  • Liquidity Optimization and Portfolio Management with Liquidity Ladders.
  • Portfolio construction without optimization
  • Multi-factor Stress testing
  • Customized Excel and PDF fact sheets, batch reports
  • Hedge fund index returns forecasts
  • Hedge fund returns forecasts
  • Tactical Asset Allocation
  • Proven results and Alpha generation
  • Replicate hedge fund indices with 100% transparency and daily liquidity
  • Bull and Sell recommendations using futures, mutual funds or ETFs.