Algorithmics Portfolio Construction and Risk Management for Hedge Funds offers a choice of editions.
A customizable solution with flexibility of modeling choice and a web-based interface that enables you to swiftly analyze and formulate market opinions, and to construct, test and optimize strategies before real world risk–informed decisions are implemented.
Offers an interactive user application plus a professional report publishing layer for internal and external risk reporting.
Advanced features for risk aggregation, attribution and decomposition of portfolio risks, providing better insight for decision making.
Market data covering risk factors, scenarios, and T&Cs for exchange traded instruments. The data is provided by IBM Algorithmics Managed Data Services which a specialist market data provider focused on producing transparent, high-quality, consistent market data.
Built on Algorithmics’ Mark-to-Future methodology, full revaluation approach and sophisticated asset modeling with consistency across a multi-asset class framework, without the need to invest in potentially costly risk infrastructure.
Provides an in-house deployment so that there is no need for any hedge fund data to leave the premises.
Offers hedge funds control of all data to help address any confidentiality concerns.
Provides a centralized, consistent, global, risk management system with extensive instrument coverage across asset classes and geographies.
Centralized, security level analytics processing with the ability to deal with different data arriving at different times from different places.
Provides greater interaction with existing systems i.e. trade order management system or reporting platforms.