Quantitative studies, whitepapers and industry analysis from the AlternativeSoft team — covering hedge fund selection, portfolio construction, risk management and alternative investment strategy.
Our most recent research publications — newly added to the AlternativeSoft applied research library.
Exploring how the convergence of model portfolio technology and hedge fund innovation is enabling a new generation of customised, alternative-inclusive investment strategies for institutional and wealth management clients.
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An in-depth look at how analytics-driven model portfolios are enabling advisors and wealth managers to deliver highly customised investment solutions at scale — combining systematic construction with tailored client outcomes.
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An analysis of the mounting pressures facing hedge fund managers in portfolio construction — examining how fee compression, redemption cycles and performance dispersion are reshaping strategy allocation decisions.
Read MoreA full archive of quantitative studies, analyses and applied research from the AlternativeSoft team.
Institutional allocators are redefining what they expect from hedge funds. Four key demands are shaping capital allocation decisions in 2025 — from transparency requirements to co-investment structures.
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With hedge fund AUM approaching $5 trillion, capital is concentrated among the largest names. This article explores how smaller managers can differentiate themselves and access institutional capital.
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Family offices face mounting complexity: multi-asset portfolios, illiquid allocations, co-investments and bespoke reporting demands. This article explores how leading family offices are streamlining their investment operations.
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A structural shift is underway as family offices, private banks and sovereign wealth funds increase their hedge fund allocations. This paper examines the drivers, the selection process and the analytical tools required.
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This whitepaper explores how institutional-grade portfolio construction tools are becoming accessible to a broader range of investors — and what that means for the future of asset allocation.
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A quantitative analysis of how adding a cybersecurity sector ETF changes the risk-return profile of a traditional 60/40 portfolio — examining correlation, volatility contribution and Sharpe ratio impact.
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How institutional investors can leverage data aggregation from multiple providers to gain a more complete, accurate picture of mutual fund performance and risk.
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A quantitative study examining whether CTA fund performance is driven by manager skill or macroeconomic tailwinds — analysing return patterns across different economic regimes.
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A step-by-step analysis of how to screen, score and select the top 8 hedge funds for a pension fund allocation, using quantitative criteria and peer group benchmarking.
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Testing which hedge fund strategies held up best across major market stress events — 2008 GFC, COVID-19 and 2022 rate shock — using historical simulation and drawdown analysis.
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An analysis of crypto hedge fund performance versus traditional alternatives — examining risk-adjusted returns, drawdown profiles and correlation with traditional asset classes.
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Comparing Momentum and Countertrend CTA strategies across different market regimes to identify optimal entry conditions for institutional investors.
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Analysing how market-neutral hedge fund strategies performed during the COVID-19 market dislocation versus equity and credit benchmarks.
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How adding hedge fund allocations to a traditional portfolio affected drawdown and recovery during the major crisis periods of the past decade.
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A clear breakdown of Special Purpose Acquisition Companies — their structure, performance record and how institutional investors are incorporating SPAC exposure into alternative portfolios.
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Why the Sortino ratio is a superior performance measure for high-volatility hedge funds and how to apply it in manager selection and portfolio construction.
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Ranking the top 10 European hedge funds by performance between April 2020 and March 2021, with analysis of risk-adjusted returns and strategy breakdown.
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Testing whether historically high Sharpe ratio is a reliable predictor of hedge fund performance during the COVID-19 market shock of March 2020.
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A portfolio construction study showing how incorporating alternative investments into a traditional equity-bond portfolio can meaningfully reduce maximum drawdown and time underwater.
Read MoreThis whitepaper explores how institutional-grade portfolio construction tools are becoming accessible to a broader range of investors — and what that means for the future of asset allocation and wealth management.
Short-form analysis and market commentary published by the AlternativeSoft team on LinkedIn.
Institutional allocators are redefining what they expect from hedge funds. Four key demands are shaping capital allocation decisions in 2025 — from transparency requirements to co-investment structures.
Read More
With hedge fund AUM approaching $5 trillion, capital is concentrated among the largest names. This article explores how smaller managers can differentiate themselves and access institutional capital.
Read More
Family offices face mounting complexity: multi-asset portfolios, illiquid allocations, co-investments and bespoke reporting demands. This article explores how leading family offices are streamlining their investment operations.
Read MoreThe analytics referenced in our research are built directly into the AlternativeSoft platform. Book a personalised demo to see how they apply to your portfolio.