Insights on QFT - Quantitative Financial Technology

AI in Alternative Investments: From Hype to Reality

Mon, 01 Jan 0001 00:00:00 +0000

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AI in Alternative Investments: From Hype to Reality

Prof. Dr. Reiner Braun Founder & Strategic Partnerships April 2026

The discourse surrounding Artificial Intelligence (AI) in the financial industry oscillates between doomsday scenarios and hype. Yet beyond the headlines, a clear picture emerges. A second industrial revolution is already underway, including in alternative investments.

QFT Expands Coverage to 20,000 Proprietary LBO Benchmarks

Mon, 01 Jan 0001 00:00:00 +0000

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QFT Expands Coverage to 20,000 Proprietary LBO Benchmarks

Dr. Alexander Jürgens Managing Director December 2025

QFT's proprietary LBO benchmark dataset has passed 20,000 deal-level observations. The expansion extends coverage back to the early 1980s and adds deeper coverage across European mid-market, Nordic, and DACH transactions, where published data has historically been thin.

Separating Skill from Luck: A Quantitative Framework for GP Evaluation

Mon, 01 Jan 0001 00:00:00 +0000

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Separating Skill from Luck: A Quantitative Framework for GP Evaluation

Prof. Dr. Reiner Braun Founder & Strategic Partnerships March 2026

Manager rankings in private equity have historically suffered from a statistical problem that is rarely acknowledged: fund-level performance is observed with too few data points to reliably separate systematic manager skill from the noise of market exposure, sector tailwinds, and deal-specific luck. This paper introduces the calibration framework QFT uses to decompose observed returns into attributable and non-attributable components.

The (No-Longer) Hidden Risk in Illiquid Assets: Time

Mon, 01 Jan 0001 00:00:00 +0000

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The (No-Longer) Hidden Risk in Illiquid Assets: Time

Prof. Dr. Reiner Braun Founder & Strategic Partnerships March 2026

The rise of alternative investments has exposed a fundamental gap in how we think about risk. Traditional portfolio theory treats illiquidity as a constraint, something to optimize around. This perspective is incomplete. In illiquid markets, time is the risk.

The Persistence Problem: Does GP Track Record Actually Predict Future Performance?

Mon, 01 Jan 0001 00:00:00 +0000

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The Persistence Problem: Does GP Track Record Actually Predict Future Performance?

Dr. Max Knicker Head of Product November 2025

The intuitive case for backing experienced GPs is strong: if a manager delivered top-quartile returns last time, surely that is informative about what they might deliver next. The academic evidence on this question is more nuanced than the intuition suggests, and the nuance matters for how LPs should approach manager selection.

What Investors Get Wrong About Alpha

Mon, 01 Jan 0001 00:00:00 +0000

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What Investors Get Wrong About Alpha

Prof. Dr. Reiner Braun Founder & Strategic Partnerships March 2026

Conversations about investment returns tend to collapse everything into a single question: did the manager outperform? The answer is treated as evidence of skill, and skill is treated as the reason to invest. This is too simple.

Why 90% of GPs Remain Unassessed and What That Costs Allocators

Mon, 01 Jan 0001 00:00:00 +0000

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Why 90% of GPs Remain Unassessed and What That Costs Allocators

Dr. Alexander Jürgens Managing Director February 2026

Public equities have decades of independent, repeatable coverage. Private markets do not. The estimated ten percent of GPs that receive formal third-party research captures the largest brand names, but leaves the rest of the market systematically underdiagnosed at the point of commitment.