World-class Investment Management analytics.Across every silo of your firm.
55 interactive reports — performance, risk, compliance, accounting, and more — unified for the portfolio managers and analysts who run the book.
Platform
55 interactive reports. Eleven categories.
Traditional reports, natural-language queries, and on-demand analysis — every number clickable to the source row and auditable to the source calculation.
Data
Cloud-native, AI-augmented reference layer: institutional-grade security master with bi-temporal versioning, point-in-time price history across every global market, real-time benchmark constituents and returns, event-driven corporate-action feed, machine-readable fundamentals, streaming news, and SEC filings — all governed by a continuous reference-data quality monitor with automated anomaly detection.
More infoPortfolio Management
End-to-end, real-time operational spine: straight-through trade processing, multi-currency cash balance and forecast, event-driven corporate-action ledger, investor-level capital activity, and cross-prime-broker margin and collateral intelligence — fully auditable, always-on, and built for multi-strategy, multi-book operations.
More infoPortfolio Construction
AI-assisted, mandate-aware portfolio building: custom benchmark blends, security- and segment-level rebalance engines with turnover budgets and tax-aware lot selection, delta-adjusted multi-asset exposure sizing, cash-aware allocation — every proposed trade pre-checked, auditable, and executable at scale.
More infoBack Testing
Institutional-grade, event-driven simulation workbench: point-in-time data with zero look-ahead, survivorship-bias-free universe, configurable transaction-cost, slippage, and market-impact models (linear, square-root, Almgren-Chriss) — simulated results route into the same institutional Performance, Risk, and Attribution views you use for live portfolios.
More infoPerformance
Institutional-grade, multi-period return calculation: daily TWR and MWR, position-level dollar P&L with top/bottom contributors, multi-currency attribution, Brinson-Hood-Beebower decomposition with Cariño linking, and a fully GIPS 2020–compliant composite presentation with every §1.A disclosure — client-ready, regulator-ready, auditor-ready.
More infoRisk
Multi-factor, multi-dimensional, real-time risk analytics: covariance with Ledoit-Wolf shrinkage and factor-model estimation, asymmetric up/down betas, historical and parametric VaR with full decomposition, scenario-based stress tests, exposure concentration via HHI and tail metrics, and proposed hedge ratios — every number clickable to the contributing positions.
More infoCompliance
Audit-ready, regulator-ready compliance engine: 50 configurable rules across 6 categories with pre-trade, post-trade, and end-of-day check modes, continuous full-portfolio scans, and an immutable evaluation log — every decision traceable to the rule, the inputs, the evidence, and the timestamp.
More infoReconciliation
AI-native, always-on back-office automation: LLM-powered structured extraction from unstructured custodian statements, corporate-action notices, and prospectus supplements, plus continuous multi-party position, transaction, and cash reconciliation across every custodian, prime broker, and PMS.
More infoPortfolio Accounting
Institutional, multi-book books of record: double-entry GL with 20 event-to-journal mappings, daily accruals (OID, market-discount amortization, bond-premium, IFRS 9 ECL 3-stage impairment), HWM/hurdle performance-fee calculation, full P&L statement, automated trial-balance tie-out, and audit-ready multi-class NAV.
More infoESG
AI-enhanced, mandate-aware ESG oversight: multi-provider weighted-average scores at portfolio, strategy, and sleeve level, exclusion screens with revenue-threshold and values-based overlays, and LLM-derived ratings with traceable evidence for issuers lacking third-party coverage.
More infoTax
Enterprise-grade, cross-account tax-lot engine: nine lot-relief methods (FIFO, LIFO, HIFO, specific ID, and more), full IRC §1091 wash-sale disallowance with cross-account and cascading detection, §1256 mark-to-market handling, PFIC and straddle recognition, and an AI-ranked loss-harvesting engine prioritizing after-tax impact with mandate- and carryforward-aware scoring.
More infoFree to use
More...
200+ curated papers, free, no signup
Curated finance, risk, ML, AI, and quantitative Python research — searchable, filterable, streamable in-browser.
- Quant Finance
- Risk Management
- Machine Learning
- LLMs & AI
- Python
Asymmetric Beta
Long/short equity framework that decomposes market beta into upside (β⁺) and downside (β⁻) components — surfacing the structural asymmetry that single-factor beta hides.
- Long/Short Equity
- β⁺ / β⁻
- Portfolio Construction
About us
The questions prospects ask us most often — data integration, security, metrics, pricing.
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