Portfolio systems.
Portfolio platforms covering multi-asset, multi-currency, multi-strategy books with real-time P&L, risk attribution, and performance reporting.
Capabilities
Real-time P&L
Live mark-to-market across equities, options, futures, FX, and digital assets. Multi-currency with FX-translation attribution.
Risk attribution
Greeks, factor exposures, scenario shocks, Value at Risk.
Performance reporting
GIPS-compliant returns, time-weighted and money-weighted. Composites, benchmarks, attribution by strategy and instrument.
Margin and cash
House and exchange margin models, cash projection, settlement forecasting.
Cross-asset analytics
Position aggregation across asset classes, correlation, exposure netting, hedging effectiveness.
Investor and client reporting
Automated reporting packages — NAV, returns, fund commentary, statements — branded, scheduled, and distributed.
Data architecture
Portfolio systems depend on data correctness. Reference data, corporate actions, prices, and FX rates are treated as primary engineering concerns.
Each position, price, and trade has lineage. Calculations are replayable for audit and investor review.
Portfolio platform review.
We are open to assessing an existing portfolio platform and reporting on strengths and weaknesses.
Request a review