|
|
RiskForecast™ provides investment managers with an unbiased technique to ensure that their investment operations can deliver the full value inherent in their investment ideas. Using proprietary analytics developed from seven years of research observations, RiskForecast™ generates forward-looking, multi-factor profiles that generate an incisive continuous 'look-through' at the quality of the manager's investment operations. RiskForecast™ is designed to identify sources of implementation shortfalls coupled with the most beneficial remediation path. Optimizing investment operations can return risk-adjusted performance gains ranging from 50 to 250 basis points
Process
- The manager identifies the specific strategies whose performance they wish to optimize
- forward look, inc. will capture and profile the attributes of the manager's operation through automated sampling of existing data sources (either static - such as spreadsheets or SQL table entries, or transactional - such as FIX or SWIFT messages)
- RiskForecast™ will publish monthly reports that characterize the quality of the investment manager's operations with particular attention to its ability to add or detract from portfolio performance. These reports (or portions thereof) may be released to their investors at the sole discretion of the manager
- In addition to these reports, RiskForecast™ provides additional levels of detail for use by the manager's operational staff, eg data fragments and their corresponding transaction identifiers that RiskForecast's™ analytics have flagged as sources of information latency
|
|
|
