Enhancing Portfolio Management with Hedge Fund Grade Equity Risk Models

RiskModels offers sophisticated U.S. equity risk models tailored for traders, hedge funds, mutual funds, registered investment advisors, and other institutional asset managers to optimize their portfolio management strategies. Built on high-quality FactSet data, our models incorporate adjustments for dividends, stock splits, and other other corporate events such as spinoffs, institutional grade risk metrics.

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OUR Process

U.S. Equity Exposure and Factor Attribution Data

Our U.S. equity risk models provide comprehensive exposure and factor attribution data, enabling you to identify, measure, and mitigate risks effectively. Here's an overview of our approach:

Risk Factor Attribution

To assess each stock's sensitivity to movements in underlying factors—commonly referred to as beta—we run our proprietary regressions that evaluate exposures to market and other risk factors.

Variance Decomposition

Using factor exposures, we decompose risk along the following dimensions: 1. Market Risk - The portion of risk explained by the overall stock market. 2. Sector Risk - The portion of risk driven by sector-specific events. 3. Stock-Specific Risk - Unique risks not accounted for by market or sector movements.

Forecast Horizon Control

Customize your forecast horizon by extending training windows for longer-term predictions, offering more accurate risk projections over time.

Universe Packages

RiskModels provides the essential data for your portfolio optimization and performance reporting needs. Begin with a free trial of our Testing package or select from one of the packages below, customized to fit the size of your U.S. equity universe:

Sandbox

● NVDA, AMZN, GOOG, META, NFLX, JPM, XOM, JNJ, PG, UNH
● 1 year history
● Trial Access

Beta 500

● Top 500 U.S. equities
● 2 year history
● Market & Sector Betas & Factor Returns

Simulation 1500

● Top 1500 U.S equities
● 10 year history
● Betas, Factor Returns, Residual Returns, Universe Mask
● Simulation capabilities
● Nightly bucket delivery

Simulation 3000

● Top 3000 U.S. equities
● 15 year history
● Betas, Factor Returns, Residual Returns, Universe Mask
● Full Simulation capabilities
● Nightly bucket delivery

ABOUT US

RiskModels is an offering of Blue Water Macro Corp, a data-driven quant firm founded in 2021. RiskModels empowers finance professionals from traders to institutional asset managers with precise, actionable insights to optimize their portfolio management processes.

INNOVATIVE LEADERSHIP IN RISK MANAGEMENT

Experienced Leadership

Our mission is to make risk modeling more accessible and actionable for investment professionals, empowering them with the tools to make better-informed portfolio decisions.

Team:

Conrad Gann

Conrad Gann is a seasoned financial executive with extensive experience in investment management and fintech. As the founder of RiskModels and Blue Water Macro, LLC, Conrad brings over 30 years of industry expertise to help investors make more informed decisions. His background includes leadership roles across asset management firms where he developed innovative approaches to risk modeling and portfolio construction. Conrad is passionate about democratizing access to sophisticated financial tools that were previously only available to institutional investors.

Richard Ling

Richard is a Data Software Engineer with over 11 years of industry experience, including a background in Mechanical Engineering where he contributed to designing helicopter hardware for NASA. Driven by a passion for investment and finance, he transitioned into data science and software engineering to combine analytical and technical expertise, delivering innovative and unique solutions.

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