Every portfolio manager knows risk matters—but how many have the tools to actually measure, decompose, and manage it as they wish? Discover StarQube’s flexible risk modeling that works the way you think.

Risk-adjusted returns define successful portfolio management, yet most managers still rely on backward-looking spreadsheets or expensive third-party black boxes. StarQube’s risk modeling module changes this equation entirely. Build sophisticated custom risk models through simple configuration using fundamental and/or statistical factors. Whether you’re managing a top-down equity strategy that needs macro factor exposure tracking or optimizing an ESG portfolio’s green-to-brown risk ratio, StarQube’s flexible architecture lets you construct models that match your investment philosophy, not force-fit your process into rigid pre-built frameworks.

What sets StarQube apart is seamless integration across your entire workflow. The same risk model object that displays portfolio decomposition in your dashboard also constrains your optimizer and validates your backtests—eliminating the operational nightmares of reconciling different risk calculations across systems. Risk teams build models once and share them instantly with portfolio managers and researchers through permission-controlled collaboration.

What you’ll learn

• Three risk modeling methodologies available through simple parameterization: historical regression with custom factors, exposure-based models (sector, country, ESG), and principal component analysis
• Real-world implementation examples including top-down macro equity strategies and ESG portfolio optimization with green/brown risk decomposition
• Seamless cross-platform integration where risk models flow from visualization to optimization to backtesting—using identical calculations everywhere
• Collaborative object-based architecture enabling risk teams to build models once and share across portfolio managers with controlled permissions, eliminating version control issues
• Qualitative risk enrichment capabilities for special situations like IPOs, takeover bids, and turnarounds where historical volatility doesn’t reflect forward risk