Real-time risk intelligence and performance analytics for hedge funds
QuantRidge gives hedge fund teams institutional-grade position analytics, risk engine, and market intelligence — integrated with your existing workflows. Monitor drawdown, attribution, and factor exposures in real time, with AI that surfaces what the data is actually telling you.
Key metrics tracked
Everything you need
Purpose-built features for Hedge Fund — not generic finance tools bolted together.
- Real-time P&L and position-level attribution
- Risk engine: VaR, CVaR, factor exposure, and stress tests
- Sharpe, Sortino, Calmar, and information ratio tracking
- Sector, factor, and geographic exposure heatmaps
- Short interest and dark pool flow analytics
- Correlation matrix and portfolio construction tools
- Drawdown monitoring with historical comparison
- Prime brokerage reconciliation and margin tracking
- Compliance monitoring: position limits, concentration rules
- Investor reporting and performance attribution letters
AI Capabilities
Powered by QuantRidge AI agents
- AI market intelligence — macro and sector regime detection
- Earnings risk scoring per position ahead of announcements
- News sentiment and dark pool flow signals
- Investor letter drafting with attribution commentary
- Anomaly detection in P&L and risk metrics
- Natural language queries on your portfolio book
Connects with
How it works
A workflow built for how hedge fund teams actually operate.
Connect your positions
Ingest positions via API, FTP, or manual upload from prime brokers, custodians, or OMS. Reconcile automatically and get a clean, consolidated book in minutes.
Monitor risk in real time
Live risk dashboard shows VaR, factor exposures, drawdown vs. HWM, and concentration breaches. Get alerted before limits are breached, not after.
Run performance attribution
Decompose returns by factor, sector, security, and time period. Understand what is and is not working, and communicate it clearly to your PM and investors.
Deliver investor reports
Generate AIMA-style monthly letters, factsheets, and performance attribution reports — branded and ready to send to investors in minutes, not days.
Common use cases
How Hedge Fund teams use QuantRidge every day.
Drawdown attribution
When the portfolio draws down, instantly decompose the loss by factor, sector, and security — so the PM knows exactly where the pain is coming from.
Stress testing
Run historical scenarios (GFC, COVID, taper tantrum) and custom shocks against your current book to understand tail risk before it materializes.
Investor letter drafting
AI drafts monthly investor letters with performance commentary, attribution summary, and market outlook — reviewed and signed off by the PM.
Prime broker reconciliation
Automatically reconcile positions and P&L against prime broker statements, flagging discrepancies before they become audit issues.
Ready to see it in action?
Get a personalized demo for your Hedge Fund team, or start a free trial today.