Revolution Alpha – (Investor Analytics)

Award winning multi-model front-office focused risk analytics

StatPro Revolution Alpha (formerly Investor Analytics) combines robust position based risk analytics and dynamic factor modeling in an intuitive cloud based user interface. 

Risk management is not an option. You have a clear choice: integrate robust risk analysis into your investment decision process, or surrender real advantages to those who do. Revolution Alpha provides intuitive risk reporting including stress tests, Value-at-Risk, correlations and simulations of your portfolio’s likely responses to market events.

Benefits of Revolution Alpha:

  • Identify sources of your portfolio’s risk and compare to sources your portfolio’s returns;
  • Attribute the portfolio’s risk into meaningful factors and asset-classes;
  • Identify unintended bets using our custom factor model engine;
  • We handle all your data mapping for rapid onboarding: clients are live in 4-6 weeks.
  • Slice & dice your portfolio as you want it using your own custom tags, or by using any attribute of the security such as asset class, geography, manager, strategy, duration, etc.;
  • Understand how correlations drive your portfolio’s risk;
  • Understand how bottom up security selection impacts top down portfolio level risk;
  • Build risk frameworks;
  • Investor, Board and Investment Committee Reporting;
  • Data Extracts to support data warehouses and data collection Initiatives.

Position-Based Risk Management coupled with a Custom Factor Model Engine:

  • Exposures, Volatility and Correlation analyses
  • Monte Carlo and Variance/Covariance VaR
  • Marginal Contribution to Risk with Component VaR, and Incremental VaR
  • Flexible exposure calculation and position netting rules, ex-cash analysis, beta-adjusted exposures
  • Betas by Strategy, by Market Side, by any Proprietary Grouping
  • Option greeks, implied volatilities and FX risk
  • All analytics at each level of your portfolio structure
  • Reallocation what-if analysis
  • Portfolio re-pricing under stressed market inputs: Stress yield curve, credit spread, option implied volatility, FX rates, equity prices and commodity prices.
  • Separation of FX risk to isolate pure market price risk.
  • Reallocation tools: change any allocation and see the effects on risk in real-time.
  • Correlation shocks: see how all parts of the portfolio respond to changing correlations.

Dynamic Factor Model Engine:

  •  Automated custom Factor Modeling for each level in the portfolio
  • Over 1,000 interpretable factors across geography, sector and asset class including traditional factors like momentum, size, etc.
  • Identification of Unintended Exposures and Correlations
  • Easy-to-use Stepwise Regression based Factor Model Construction Engine
  • Factor Modeling Based Stresses
  • Correlated and Uncorrelated Stresses
  • Comprehensive diagnostic of factor models including PCA

Service Highlights:

  • Intuitive and practical reports.
  • Comprehensive Data Management of positions and market data. We interface with over 70 Fund Administrators, Brokers and Custodians to map your holdings data directly.
  • Rapid on-boarding, with “go-live” typically within 4 – 6 weeks of kickoff. We regularly accomplish this “minor miracle” because of our data management, ETL and project experience.
  • Dedicated Client Services Executives who understand the nuances of fund management


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HFM US Technology Awards 2016 Winner

 

“The quintessential toolbox for risk management, especially valuable in challenging market environments”
-Tim Rudderow
President, Mt. Lucas Mgmt. Corp.

 

Revolution

Revolution Alpha Factor Sensitivities

 

“StatPro Revolution Alpha’s factor modeling suite makes it easy for me to communicate the most relevant factor risks to my clients and provides an actionable framework for dynamic hedging.”
– Benjamin Dunn
President, Alpha Theory Advisors

 

Investor Analytics Report Tab

Revolution Alpha Graphical Stress Configuration

Revolution Alpha Factor Sensitivities

Revolution Alpha Factor Sensitivities

Risk analysis is hard, and the tools you use shouldn’t make it more difficult. In fact, they should make it simple. That’s why StatPro Revolution Alpha is always improving our already intuitive and user-friendly web interface. Our PDF reports are ‘board quality’ so important results stand out clearly. We aim to make risk simple.

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Want to see StatPro Revolution, including Alpha, in action? Request your 1-2-1 demonstration and one of our product specialists with be in touch.

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