Quantitative Analytics & Advisory Services
FQS dedicates significant resources to its research and development effort to build proprietary tools that enhance our investment methodology. Our tools have been developed using long look-back periods which makes them more robust. We use advanced technology to process, filter and group tens of thousands of data points every month, ensuring inputs are accurate, comprehensive and current. FQS ensures it is at the cutting edge of quantitative finance through close ties with academia, including Dr. Frey’s relationship with Stony Brook University where he serves as a Research Professor in the Department of Applied Mathematics and Statistics. The firm’s investment and operational experience allows our academic research and development to be put into practice.
FQS analyses investment portfolios and is an expert in quantitative, qualitative and operational due diligence on hedge funds and alternative investments. We offer our clients attribution and exposure insights and recommend modifications to improve a portfolio’s risk & return profile. The evaluation process comprises a comprehensive quantitative review of the client’s portfolio level to assess the efficiency of the fund mix and/or review at the single fund level to analyse the quality of each individual hedge fund selection. The firm utilizes its suite of proprietary analytical tools that includes the FQS Factor Model, volatility regime shift models, smoothing techniques for performance analysis and non-linear exposure modelling to identify systemic sources of risk and recommend capital allocations.
Our team of investment professionals ensure that conclusions drawn from quantitative analysis are consistent with a fund’s investment approach, as determined through our qualitative and operational due diligence processes. Key qualitative factors that are appraised include personnel, culture, risk management, liquidity, leverage, transparency and referencing.
We combine our quantitative and qualitative analysis to create bespoke investment solutions to meet each individual client’s objectives. A comprehensive range of outcomes can be targeted, incorporating alternative or traditional asset classes. Our quantitative tools can be calibrated to defined levels of risk, volatility and market exposure.