The software platform include a SQL multi-user database, the ability to visualize rapidly the hedge fund and fund of funds statistics, a new model to build portfolios using portfolio risk contribution of each individual fund and linear and non-linear betas for the funds versus equity markets. The software also include portfolio construction, fund selection and index return forecasting.
Stephan Joehri, managing partner at AlternativeSoft, said: AlternativeSoft is now used by large US, Swiss, French, UK and Middle Eastern banks and fund of funds. It is as well used by small fund of funds which want to rapidly build an investment process. This new version of our HFOptimizer software platform allows large companies to build tailor-made portfolios and share the same data in their offices around the globe, using Citrix. It allows also smaller companies to rapidly build an investment process, especially with our new portfolio construction model incorporating contribution to risk.
