Our Solutions

Quantal provides multi-factor risk models to institutional funds, derivatives market participants, hedge funds, funds of funds, high net worth money managers, private investment advisors, pension plan sponsors and pension consultants.   The factors are determined not through a static list of what we think should be affecting the market on a given day, but rather through dynamic analysis of what is affecting the market. These factors are updated daily to give you the most up to date analysis available. This dynamic analysis coupled with customizable optimizations lets the model work with your investment strategy rather than forcing you to build a strategy around the model. By simultaneously considering both explicit and latent factors, the model takes into account ‘alpha factors’ such as a firm’s ‘green-ness,’ the strength of its management bench or its dependence upon the market’s perception of a new wave of technology. The Quantal system lets you see exposures and portfolio ‘drivers’ that are relevant to your strategy, rather than straight jacketing you into a pre-specified set of factors. 

Quantal PAR (Performance Attribution and Risk)

Quantal PAR combines the power of Quantal’s proprietary Risk Engine with the flexibility of GIPS compliant point-to-point Performance Attribution to show the driving factors in performance as well as the overall risk and correlation to market movements. Factors can be analyzed at the portfolio level and at the individual security level leading to greater understanding of performance and enhanced investor confidence.

Quantal PAR provides stakeholders with an accurate measurement of the total, systematic and stock-specific risk of any equity portfolio, and compares those measurements with a model portfolio or benchmark.  It provides insight into the risks inherent in portfolios at a time when investors are dealing with wild swings in market volatility and becoming increasingly aware of the need to better manage risk. 

Custom branded reports can be generated ad hoc or through a “set it forget it” automatic scheduler.

Quantal PRO (Portfolio Risk & Optimization)

PRO is a powerful but intuitive graphical user interface designed to make optimal use of the Quantal Risk Model to analyze and optimize investment portfolios.  PRO provides an extensive array of output analysis for metrics such as the portfolio’s forecasted exposure to cross-sectional stock characteristics; sector/industry classifications, Fama/French/Carhart, Style, Size, etc.  Any cross-sectional corporate characteristics or time-series macro ‘factors’ can be imported and used for factor exposure analyses.  Portfolios can be optimized versus any benchmark to minimize active risk, total risk or both.  If the portfolio is optimized, a breakdown and analysis of the trade list is provided. Long and short sides of a portfolio can be broken out and analyzed separately where applicable.  PRO readily supports extensive user customization including customized trading universes, indices, sectors, trading costs, forecasted alphas, and hard or soft constraints on the optimized portfolio including maximum volatility, maximum number of securities, country and/or sector restrictions, user-selected linear constraints of any kind, and the ability to designate individual securities as buy/sell/hold. 

Quantal Lighthouse Consulting Services

Quantal consults with a range of clients to provide customized investment strategy review. In an Investment Strategy Review, Quantal helps a manager to review performance and flexibly investigate the factors which may be undermining performance. Quantal’s Valuation Service provides a mark-to-model for complex, albeit valuable, embedded rights in securities such as PIPEs. Quantal-Lighthouse joint expertise in trading and risk-management enables a client to get a detailed review of trading costs, and to design optimal schedules for trade execution.