At Palisade, we're proud of our global reputation, and a recent international publication just confirmed our software's worldwide appeal. Analytics India Magazine (AIM), an Indian business publication, featured "@RISK Optimizes Risk In Hedge Funds" which describes details from Palisades previous case study on optimizing hedge fund portfolios.
The article quotes Seth Berlin, Principal Strategist at Performance Thinking & Technologies, which helps asset managers with investment operations. Berlin notes that there has to be a balance between maximizing profit and minimizing risk. By using @RISK and RISKOptimizer to develop a quantitative model (rather than the traditionally-used qualitative models), Berlin had results that showed how hedge fund managers could change their profitability by altering their mix of long and short positions in the portfolio.
As Berlin says in the AIM article, “Based on your capital market inputs, RISKOptimizer helps you look at different mixes of assets to reach a better risk-return structure,” he says. “If I have fifty things I want to allocate money to, and I have choices on how to allocate it, you never know the right mix. RISKOptimizer and @RISK shuffle the deck a million times, and let you see how all those different combinations could play out.
We're pleased that the news of our software's power and ease-of-use continues to reach readers around the world.