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FOR HEDGE FUNDS
We have developed our own positions tracking and reporting application. This application evolved out of previous versions that our trader has been using for years in a real trading environment. It works with real-time and on-demand Bloomberg data feeds.
When using our combined Solution, data is exchanged daily by email, or accessed directly on the client’s server if possible, for clearing and generating reports.
Main Functionalities
- manage the transactions and positions in portfolios of equities, convertible bonds, exchange-traded and OTC equity and index options, and FX transactions, from trade capture to clearing to transmission to a third party (prime broker / custodian / administrator)
- follow the positions in the portfolio and associated P/L and various exposures and risk parameters in real-time
- generate reports useful in the management and risk control of the portfolio
Special Features
- management of Stop Limits for each position and monitoring of breaches
- definition of Transaction Types to allow the portfolio manager to analyze trades
- real-time P/L, delta exposure and other exposure and risk parameters
- integrated handling of OTC options and basic Black-Scholes valuation
- simple and consistent input of transactions for all asset classes (equities, exchange-traded equity or index derivatives, OTC options)
- ability to override the information downloaded from Bloomberg
- ease of work with multiple portfolios and across multiple markets
- possibility for multiple users to key in transactions for a given portfolio and to monitor the portfolio in real-time independently of which user keys in transactions
Video Demo
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