Analytics | Portfolio Analytics

Portfolio Analytics

Analytics portfolio management systems allow investment professionals to maximise performance in all stages of investment decision making.

Through our portfolio analytics solutions users can analytically exploit available data sets and mine hidden information that will allow them to gain a better understanding about the market dynamics and identify trends and investment opportunities that will lead to superior returns. The information extracted from the data is integrated within robust decision-making frameworks that underpin well-planned risk based investment decisions.

Analytics Portfolio Analytics main system components:

	Library of portfolio analytics tools
	Trend identification engines
	Asset/Portfolio evaluation models
	Risk models
	Optimisation engines
	Reporting tools
	Limits setting module

Using these components the portfolio analytics system enables decision makers to achieve the following functionalities:

	Analyse the performance of current portfolios
	Identify undervalued or overvalued assets
	Construct or rebalance optimum portfolios
	Report on the asset mix, return, and risk of the optimum portfolios
	Calculate and report Value at Risk for a given portfolio
	Calculate and report user defined risk measure for a given portfolio
	Assess the implications of alternative investment strategies
	Carry out performance evaluation against out of sample historical data and user defined future scenarios
	Evaluate pre-trade compliance

System Architecture Snapshot

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