Portfolio Construction Software & Fund Selection

Collect all the Funds Data

Aggregate data vendors like Eurekahedge, HFR, Barclayhedge, Preqin, Morningstar, Bloomberg, and Refinitiv in one Import button
35,000 hedge funds and 300,000 Morningstar funds
Converting assets into different currencies and also calculate net/gross returns.
CRM Functionality
Fund customized fact sheets
Collect hedge fund returns and exposures.
Collect your private equity returns, contributions and distributions.

Select Top Funds

Import Exposure Data using Albourne, OPERA Reports, and Excel.
Exposure Aggregation and Attribution.
Factor-Based Style Analysis for finding a source of Alpha (Style Selection or Stock Selection) or to measure sensitivity to different economic indicators.
Screening database and creating peer groups.
Comparing funds with Hedge Fund index constituents or user-defined peer groups.
Convert Peer Group funds into a common currency.
Statistics Weighted Ranking.
Volatility Equaliser model
Excel API: Flexible, easy to use, and infinitely customisable (with hundreds of functions available.)
Automated Reports: Schedule and automate up to 100 reports at once.
Templates: Automate the creation of bespoke templates to facilitate the production of fact sheets, portfolio reports, fund peer group analysis, exposure analysis, and stress testing. (Over 50 free templates provided covering fact sheets, portfolio reports, fund peer group analysis, exposure analysis, and stress testing.)
Free white-labelled fact sheets.

Portfolio Construction

Define hard and soft constraints. Done in collaboration with a leading investment management and research firm based in New York, USA.
Run Optimisation using Ex-ante or Ex-post risk, return, and correlation.
Risk Decomposition and Return/Brinson Attribution.
What-if scenarios on your portfolio: what happens when we add a new fund, what happens when we change allocation or how our portfolio compares with a risk parity portfolio.
Portfolio Currency Hedging using Interest Rate Differential.
Dynamic Allocation Model: find a fund from a watchlist that may improve a portfolio’s risk and return profile.
Creating Composite Benchmarks.
Stress Testing
Customized Portfolio fact sheet

Manage Portfolios, Subscriptions, and Redemptions

Portfolio management using redemptions and subscriptions. Done in collaboration with a leading investment bank and financial services company based in Switzerland.
Set compliance rules and flag trades that breach such rules.
Measure the liquidity of your portfolio by the cheapest and the quickest method of liquidation.
Portfolio’s Profit & Loss, Return Attribution, and Risk Decomposition.
Cash Management.
What-if Trade Scenarios.
Manage different currencies
Daily or monthly
Currency hedging
Liquidity analysis for your live portfolio.
Portfolio fact sheet

Manage Private Equity Funds

Compare funds with their peers by vintages, strategy, and sectors.
Private Equity Monthly Accounting.
IRR, PE Multiples, J-Curve, PME, and other PE measures.
Search for Funds that are raising capital.
Cash flow forecasting with Yale Takahashi model.
Stress Test Scenario for future cash flows.
Pacing Model to mimic the future asset allocation.
Private equity fund fact sheet.

Connect to your Funds Through our Audited Digital Due Diligence (beta version)

Done in collaboration with an international bank based in Paris, France.

Due Diligence Model for Document Management, Data Collection, and other exciting features innovating communication channel between funds' managers and allocators.

Learn more

Customised Reporting

Automated Reports – Customisable fund factsheets, portfolio fact sheets.
Excel API: Flexible, easy to use, and infinitely customisable with hundreds of proprietary functions available.
Templates for fact sheets: Over 20 additional free templates provided covering funds, portfolios, peer groups, exposures, and stress testing.
Data export: Copy and paste, download to Excel or .xml export.

Download your Sample Factsheet

Python API

Python API documentation for installation including examples of basic calls made using the REST API within the Jupyter IDE

For 40,000 hedge funds and 400,000 mutual funds, using Python code:

Export any funds returns vectors
Export >2,000 statistics such as annualised returns, return during 2020/2021, monthly VaR 99%, maximum monthly loss, skewness, correlation to any benchmark since inception / last quarter / last year, annual Sharpe ratio since inception / last 2 years, outperformance vs any benchmarks, CUSUM, up captures, down capture, and so on.

Learn more