Quantitative Investment Science
Enhancing investment outcomes through data, tools, and technology
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What is QIS?
In fulfillment of our mission to unlock the power of private markets, we built a team of industry experts who leverage our data platform to develop cutting edge quantitative models and purpose-built web-based tools. In addition to applying these tools to support our own investment process, we also share data-driven insights and sophisticated quantitative analysis with our limited and general partners to help inform their own strategic asset allocation, commitment planning, investment due diligence, benchmarking, performance attribution, and market research needs. Our goal is clear and ambitious: To help improve investment outcomes across the HarbourVest investment platform.
Due diligence
Performance attribution, stochastic deal pricing models, and industry analytics
Strategic planning
Portfolio optimization, stress testing, scenario analysis, liquidity management, and commitment pacing
Market research
Idea generation, market insights, trend analysis, and custom projects
68,000+
Holdings
35,000+
Funds
50+
Vintage years
29
Team members*
As of 3/31/2024
*As of 1/1/24
The HarbourVest QIS Edge
The rate at which we produce and collect data is accelerating, and while an increasing number of private market investors recognize the inherent value in their data, select few have the resources or expertise to make use of it all. Using machine learning, artificial intelligence, and data engineering, our QIS team has developed quantitative models and applications to generate actionable insights that both complement and enhance traditional investment processes. Whether through engagement with QIS directly or HarbourVest as a whole, our clients can benefit from these innovative capabilities and enhance their own investment outcomes.
Our comprehensive, ever-expanding capabilities include:
Monte Carlo simulation-based model designed to illustrate and compare portfolio outcomes on risk-adjusted basis to help inform portfolio construction and asset allocation decisions.
Innovative proprietary model to estimate private market portfolio valuations ahead of reported results.
Forward-looking, parametric, Monte Carlo simulation-based model to project portfolio cash flows, NAV development, risk, and performance outcomes.
Proprietary performance attribution tool that yields insights into the relative quantum, main drivers, and quality of excess returns generated by private market managers.
Dynamic manager, fund, and deal screening tool to evaluate market trends and test new investment ideas.
Fund management tool to support liquidity management decisions, plan investment capacity, and optimize the gross-to-net fund return spreads.
Who is QIS?
A diverse and exceptionally talented vertically integrated team of quantitative researchers, software developers, engineers, and dedicated client solutions professionals who are fully incorporated into the HarbourVest investment organization. Our structure enables focus, speed, and efficiency as well as ensuring democratized access to quantitative models, data, and tools. We also work to enable agile development processes through a continuous feedback loop and a commitment to excellence. We are as rigorous as we are inventive, and as evidence driven as we are entrepreneurial.
Interested in learning more about QIS? Contact us.
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