# Gyre Research — Platform Capabilities

Gyre Research is delivered as a single integrated platform. The 11 product-facing categories below share one calculation engine and one data layer; every report is clickable to the source row and auditable to the source calculation.

## 1. Data

Institutional-grade reference layer powering every other module.

- Security master with reference attributes (identifiers, classification, lifecycle)
- Price history across every covered market, with full corporate-action adjustments
- Benchmark constituents and returns — standard indices, custom blends, float-adjusted variants
- Market calendar (exchanges, settlement days, holiday rules, period boundaries)
- Corporate actions ledger (splits, dividends, spin-offs, M&A)
- Company fundamentals and SEC filings
- Streaming company news tagged by relevance
- Reference-data quality monitor with automated anomaly detection

## 2. Portfolio Management

Operational spine of running a book.

- Trade lifecycle and STP with per-counterparty STP/break rate tracking
- Multi-currency cash balance (settled + unsettled) and forward-looking forecast
- Corporate-action cash ledger with reinvestment policies
- Investor-level capital activity (subscriptions, redemptions, NAV strike)
- Margin and collateral tracking across prime brokers

## 3. Portfolio Construction

Build and rebalance workflow.

- Custom benchmark blends with constituent-level comparison
- Security-level and segment-level rebalance proposals with turnover budgets
- Delta-adjusted multi-asset exposure sizing (equity, options, futures, swaps, ETFs)
- Cash-aware allocation that respects pending settlements
- Mandate-compliant proposals pre-checked against restriction lists

## 4. Back Testing

Historical simulation workbench.

- Event-driven simulator with point-in-time data and zero look-ahead
- Survivorship-bias-free universe
- Configurable transaction-cost models (linear, square-root, Almgren-Chriss)
- Results feed the same Performance, Risk, and Attribution views as live portfolios

## 5. Performance

Institutional-grade return calculation.

- Time-Weighted Return (TWR) with daily geometric linking across all standard periods
- Money-Weighted Return (MWR / IRR) for capital-call vehicles and investor-level reporting
- Dollar P&L decomposed into price, income, FX, realized, total with top/bottom contributors
- Brinson-Hood-Beebower attribution (allocation, selection, interaction effects) with Cariño multi-period linking
- Full GIPS 2020 composite presentation with every §1.A disclosure
- GIPS Performance KPI (3-year annualized std dev, Sharpe, max drawdown, CAGR)
- GIPS Return Decomposition (price / income / FX / expense at position-month level)

## 6. Risk

Multi-factor, multi-dimensional risk analytics.

- Covariance / correlation with sample, EWMA, Ledoit-Wolf shrinkage, and factor-model estimation
- Portfolio risk stats (volatility, beta, tracking error, active share)
- Position-level marginal and component risk
- Custom betas including asymmetric up/down (β⁺/β⁻)
- Historical and parametric Value at Risk with full decomposition
- Scenario-based stress tests (2008 GFC, 2020 COVID, custom)
- Exposure concentration (HHI, tail metrics)
- Hedging view with proposed hedge ratios

## 7. Compliance

Audit-ready rule engine.

- 50 configurable rules across 6 categories (concentration, sector, credit, liquidity, counterparty, mandate)
- Three check modes: pre-trade (called by allocator dozens of times per block), post-trade, end-of-day
- Immutable audit log with rule, inputs, evaluation, timestamp, outcome per check

## 8. Reconciliation

AI-native back-office automation.

- LLM document parsing extracts structured fields from custodian statements, corporate-action notices, prospectus supplements
- Position reconciliation across custodian feeds
- Transaction reconciliation across OMS, broker confirms, custodian settlement
- Cash reconciliation with debit/credit line-item matching and break categorization

## 9. Portfolio Accounting

Institutional books of record.

- Double-entry general ledger with 20 event-to-journal mappings
- Daily accruals (OID, market discount, bond premium, IFRS 9 ECL 3-stage impairment)
- Fee calculation (management + performance with HWM and hurdle)
- Formal P&L statement, trial balance tie-out, audit-ready NAV (multi-class aware)

## 10. ESG

Mandate-aware ESG oversight.

- Multi-provider weighted-average scores at portfolio, strategy, and sleeve level
- Exclusion screens with revenue-threshold and values-based overlays
- LLM-derived ratings with traceable evidence for issuers lacking third-party coverage

## 11. Tax

Enterprise-grade tax-lot engine.

- Nine lot-relief methods (FIFO, LIFO, HIFO, specific ID, and more)
- IRC §1091 wash-sale disallowance with cross-account and cascading detection
- §1256 mark-to-market handling, PFIC and straddle recognition
- AI-ranked loss-harvesting prioritizing after-tax impact with mandate- and carryforward-aware scoring

## Delivery

The platform is cloud-native, multi-tenant, and built on a single calculation engine (Albert Process Engine) that produces a fully structured output object per session. Client dashboards render 55+ interactive report templates against this shared output; every number is clickable to the source row.

## Pricing

Tiered by AUM and feature scope. Free trial available. Contact team@gyreresearch.com for a custom quote.

## Getting started

- [Request access](https://gyreresearch.com) — opens the demo-access form
- [Research Library](https://gyreresearch.com/en/library) — 200+ curated papers, free, no signup
- [Asymmetric Beta Portal](https://asymmetricbeta.com) — flagship long/short equity framework