I recently read an interview of a hedge fund CTO on the changing face of the fund industry. Key takeaways:1. The new...
Approach To Building Investment Data Warehouse In The Cloud
PROBLEM Create investment data warehouse using EXISTING investment systems for business intelligence and real time...
Approach To Migrating Legacy Investment Systems to the ‘Cloud’
PROBLEM Many Investment firms still depend on monolithic legacy applications for their core Security Reference and/or...
Portfolio Insights – Key Elements for Fixed Income Portfolio
The Problem -What is the portfolio risk if Yield Curve shifts by 1bp?What are the CS01/DV01/KRD's of the...
Portfolio Insights – Key Elements for An Equity Portfolio
The Problem -What is the max loss of the portfolio for a 1-month period?Which securities are contributing to the...
Deep Portfolio Insights Using Ex-Post, Ex-Ante, Performance & Holdings Data
EX-POST Risk Measures: - Related to historical returns and are considered 'Backward looking' - e.g.: Sharpe Ratio,...
Market Risk Systems: Data Integration In The ‘Cloud’
The Problem A. Do you need to upload positions into your risk system to calculate analytics?B. Is your risk system...
Market Risk Systems: Need For Third-Party Analytical Library Integration
Many Risk analysts and Quants today are comfortable building proprietary algorithms using open source (Python, R)...
Market Risk Systems: Need For Model Transparency
Traditional Risk systems can be a 'black box' that take in required inputs and generate necessary analytics with...
Enabling ‘Pay per Use’ in the new investment cloud platform
As asset managers face challenges around fee compression and growth in passive funds the focus is now on managing...
Building ‘Portfolio Insights’ in the Cloud
Why now? - To Gain competitive advantage using data analytics ---- Understand, Analyze and Act using ALL investment...
The New ‘Cloud’ RISK Platform
Key Features of the new 'Cloud' Portfolio Risk Platform1. Integration with Holdings/Market data using API Why? --...
ESG Investing – What does it mean for Active Managers?
First below is a nice summary from PGIM CEO:------------------------------------------------------------------“ 1. ESG...
Approach to ESG Data Management
Given that the use of Sustainability measures (i.e ESG) is a growing trend in the Investment Management space what can...
The New ‘Cloud’ Investment Platform
The trend towards the ‘New and Lean’ Investment platforms in the ‘Cloud’ is gaining traction with POEMs (Portfolio...