We Help
Hedge Funds in

  • Simulated strategies: analyse back-testing, anticipate future behavior
  • Alternative Data & Prepared Data
  • Draw Down

Hedge fund managers offer their client investors absolute return strategies which are supposed to be uncorrelated with major market indices. Depending on their strategies, their risk profile follows patterns that are well understood by educated investors. They strongly depend on the trust relation established with their investors. Should their performance not meet expectations when they are positive, or experience unexpected draw downs, investors would be promptĀ to redeem their investment. Accurately communicating their risks and ensuring that no unexpected loss or correlation occurs is their guarantee against losing investors. Hedge fund managers are in absolute need of a complete, accurate and an updated picture/snapshot of their risks, not only to ascertain their performances, but also to maintain the trust with theirĀ investors.

Simulated strategies:
analyse back-testing,
anticipate future behavior

Risk vs. Expectations

Return expectation

Risk Sources

Alpha adjusted for extreme risk

Hidden risks, fragility/antifragility

Stress testing, behavior in crisis


Style drift

Alternative Data & Prepared Data

Data quality assessment

Data completion, irregular feeds

Data cleaning

Machine Learning

Index Design

Feature Extraction: Sensitivities

Draw Down

Correlation breaks & fragility/antifragility

Portfolio construction
Vanishing diversification

Risk Sources
Hidden risks

Stress testing,
Behavior in crisis
& Regime change

Black Swan strategies,