HF-Analytics has developed a proprietary quantitative methodology to analyze the value added from the Strategic and Tactical Asset Allocation decisions and the Manager Selection skills of Fund of Hege Funds (FoHF) Managers.
HF-Analytics has developed a proprietary quantitative Tail Risk Hedging Strategy based on observable volatility market data. The strategy uses volatility derivates for hedging equity portfolios and funds of hedge funds against tail risk events.
HF-Analytics has developed quantitative strategies based on the proprietary Tail Risk Indicator to access different forms of the volatility risk premium: The classical volatility risk premium from variance swaps and the volatility risk premium from VIX futures.
HF-Analytics uses a proprietary value added model that splits up the FoHFs return into the three value added components (Manager Selection, Tactical Asset Allocation and Strategic Asset Allocation) for its FoHF Ratings. Reports come in a peer group format.
HF-Analytics offers a daily newsletter to institutional investors that features our proprietary Tail Risk Indicator (TRI). In addition, we offer a Tail Protect Strategy that uses volatility derivatives for protecting equity portfolios and FoHFs against tail risk events.
HF-Analytics offers a trading strategy for VIX futures which offer access to volatility risk premium in the VIX futures market. The strategy uses our proprietary Tail Risk Indicator (TRI) for timing the market and has a desaster hedge implemented.
HF-Analytics offers a trading strategy for Variance Swaps on the S&P 500 which offers a dynamic access to the classical volatility risk premium. The strategy uses our proprietary Tail Risk Indicator (TRI) for timing the market. Read more