AGF Alternative Asset Management selects RiskData

Fofix is a portfolio construction and performance management system designed specifically for funds of hedge funds. RiskData says it enables funds of hedge funds to structure and apply a risk budgeting approach throughout the entire investment process. The system is designed to account for long-term, non-linear and extreme behaviour of hedge funds strategies.

"With Riskdata we produce and maintain a comprehensive set of value at risk reports, highlighting the contribution of each strategy and each individual hedge fund, along with our exposure to extreme market moves. We also streamline our fund selection and monitoring process, assessing the exposure of each hedge fund against an extensive set of factors," said Julien Sureau, head of quantitative research at AGF Alternative Asset Management.

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Next-generation technologies and the future of trading

At a webinar in association with capital markets technology provider Numerix, panellists discuss the potential for increased adoption of the public cloud to boost investment performance, its impact on risk management and overcoming barriers to…

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