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Collecting Organizing Analyzing Fund & Strategy Data
Fund-Analytics.com
Collecting Organizing Analyzing Fund & Strategy Data
Collecting Data On All Investment Strategies
We collect data and information on investment strategies implemented within funds, ETFs, managed accounts, and on those strategies that have only been simulated/backtested. All asset classes and features are included: onshore, offshore, liquid, illiquid, passive, active, systematic, discretionary, equities, bonds, forex, commodities, real estate, private equity, hedge funds, partnerships, loan/debt, (soft-)closed vehicles, etc.
 
Please adhere to our two restrictions. Strategies that have a maximum capacity of less than 5 million USD and those that do not respect the law (insider information, illegal assets/business models, fraud*) are excluded. Data can be text within the e-mail, attachments like PDFs, spreadsheets, CSV, XML, or any other format. Our algorithms recognize and structure it appropriately. Data and information we receive from asset managers is not made public and is only utilized for suitable investors.
Investors
Our buyside clients are wealth managers, private banks, family offices, and endowments that search for strategies and managers to increase, replace or benchmark against existing allocations in their portfolios. Besides traditional investments like bonds and equities, alternative sources of return and uncorrelated risk profiles are in demand. These can range from hedge funds, private equity, and real estate to more exotic strategies and frontier markets. Due to increased correlation of risk asset classes and the low interest rate environment, asset allocators also consider new methods of portfolio construction.

With the growth of passive investment vehicles, the review of active strategies has become more important. Passive vehicles can often serve as fully transparent substitutions for some of the actively managed portfolio allocations. Time series of well-known risk premium factors and of factor strategies that we develop internally are applied as benchmarks to reveal factor dependencies of active strategies or even aggregate portfolios.

Empirical research has proven that new managers and managers with new strategies achieve above average risk-adjusted returns. QAP collects, organizes and analyzes strategies that are not available yet, including backtested/simulated investment strategies. Our experience in strategy development, analytical tools to spot unexpected behavior of strategies, critical evaluation of assumptions, incentive structures and operational obstacles allow us to consider emerging manager and even strategy developers without live track record.

To our clients we provide added value from an unparalleled source of information on and access to investment strategies globally.

Our Approach
Unique to our approach is our broad acceptance of strategies entering the database. Standardized, public information and analysis of such data has become a commodity available to anyone. Added value is generated from utilizing alternative data sources and innovative analytical processes.

We first collect as much – most often unstructured – data to build the largest possible universe of strategies and managers.

Second, we organize/structure the data, validate it, tap public sources and data providers to complement the data and generate relationships.

Third, we proceed with the requirements from our clients in combination with our own catalogue of positive and negative criteria to filter the most promising strategies and managers for the mandate.

Huge emphasis is placed on conflicts of interest, operational risks, and the long-term ability of the manager to weather unexpected challenges.

*This qualitative analysis is combined with sophisticated quantitative analysis for which some tools have been built internally. Beyond the commonly utilized risk and return figures, we look at point in time events and aim to find style drifts, fraud or other indications to prevent negative surprises.

Manager interviews are often the final step in the process. The objective is to clarify open issues, to confirm conclusions we have drawn from the information available, and last but not least to familiarize with the management team’s philosophy.

Case Studies
The case studies should give a good impression on how we support investors with manager, fund and strategy selection. Please do not hesitate to contact us for more cases or references.
 
Who We Are
QAP Analytic Solutions GmbH offers a holistic consulting approach to businesses in the financial market universe. We combine qualitative and quantitative analysis of investment strategies, portfolios, managers and vehicles with strong emphasis on technological solutions.

Software and web tools are developed in-house, utilized for manager and strategy selection, and also provided as a (web)service.

QAP follows an “in-house first” approach. The company was founded in December 2014 by Christian Schuster. He is managing owner of the fully independent company.

Company Information

 
 
QAP Analytic Solutions GmbH
In den Fritzenstücker 2, 65549 Limburg, Germany
Phone: +49 (0) 6431 2842475, Email: info@qap-analytics.com
Website: www.qap-analytics.com

Managing Partner: Christian Schuster, CAIA
Court of Registration: AG Limburg (Germany), Reg. No.: HRB 5312
VAT ID: DE298295346

Responsible for content: Christian Schuster