Alpha Quantum Risk Management
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.
Value at Risk
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
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.
Alpha Quantum Risk Management has powerful performance reporting, supporting many performance indicators, including Information ratio, Sortino ratio, Sharpe ratio, Jensens alpha, etc. Our performance analysis and reporting is ideally suited for fintech companies who want to integrate performance reporting in their products. Generation of reports can also be automated either locally or on server. Reports can be generated in various formats, including PDF, Excel, Word, XML and many others. Example of report:
Risk Management Reporting
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: