“AlternativeSoft is the leader in providing quantitative solutions and applications to the Fund industry. We believe the great success achieved so far is partly thanks to the quality and solid scientific foundations of AlternativeSoft programs and partly due to the user friendliness of the AlternativeSoft platform.”
– Dr. Marcos Mailoc López de Prado, Director, Head Quantitative Equity Research, UBS Wealth Management
AlternativeSoft is a quantitative software solution for portfolio construction, funds selection and tactical asset allocation using hedge fund strategies.
Their platform enables investors to use numerous hedge fund, fund of funds and portfolio simulation models to efficiently build up and manage their portfolios. They have offices in London, New York, and Zurich.
AlternativeSoft software is unique because it accounts for the specific characteristics of hedge fund returns. It goes further than classical optimization techniques as it considers the higher moments of hedge fund return distributions thus delivering more appropriate solutions for portfolio construction and risk measurement.
As soon as a new academic hedge fund model is published and its superiority verified by the scientific community, they integrate that model in their AlternativeSoft platform. They created models for hedge fund portfolio construction (i.e. local correlation minimization or Modified Value-at-Risk minimization, replication), for hedge fund portfolio simulation (i.e. simulation of non-normal portfolios), for hedge fund quantitative ratings, hedge fund equilibrium return computations using the Four-Moment Capital Asset Pricing Model or the forecasting of hedge fund index returns.