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Alpha Quantum Risk Management is a risk management solution for a wide variety of companies in financial services industry:

  • mutual funds

  • hedge funds

  • robo advisors

  • wealth managers

  • insurance companies

  • pension funds

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    Our solution allows clients to conduct risk analysis through different Value at Risk methods, construction of stress test scenarios, support for derivative positions, pre-trade risk management and risk attribution

    The features also include limits monitoring, performance measurement, regulatory compliance and powerful reporting capabilities for credit risk, market risk and portfolio analysis

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    Value at Risk (VaR), CVaR, Maximum Drawdown, CDaR

    Normal distribution, non-normal distribution (t-Student and Cornish Fisher expansion)

    Historical, variance-covariance and Monte Carlo simulation

    RMT (Random matrix theory) construction of correlation matrix


    Historical and custom scenarios

    Stress test with changed correlations

    Support for majority of financial variables

    Reverse stress testing

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    Marginal, component VaR

    Contribution to total VaR of portfolio: individual securities, asset classes, currencies, countries, sectors, credit risk and liquidity

    Time dependency, analysis and coupling to performance attribution

    Monitoring of active bets against benchmark


    Performance and risk measurement with various indicators

    Absolute risk: standard deviation, downside deviation, Maximum Drawdown, VaR, etc.

    Systematical risk: beta, tracking error

    Performance indicators: Sharpe ratio, Treynor ratio, information ratio, Jensen‘s alpha, etc.

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    Alpha Quantum Risk Management has powerful reporting capabilities. Our risk analysis and reporting is ideally suited for fintech companies who want to integrate advanced risk reporting in their products. Reports can be generated in various formats, including PDF, Excel, Word, XML and many others. Examples of reports for portfolio risk analysis and pre-trade risk management, respectively:

    About Us

    We are providers of enterprise software solutions for financial institutions and for fintech and insurtech startup companies. Our solutions, used on more than 1 billion EUR of assets, are employed in areas of portfolio optimisation, robo advisors, risk management and performance reporting, quantamental strategies, news analytics, satellites and aerial imagery analysis, specialised digital assistants and other areas.

    Our Contacts

    Komenskega 40,
    Ljubljana, Slovenia (EU)

    (+386)8 382 5276