portfolio management
Today investment managers need a portfolio management system that allows them to
implement strategies across asset classes easily, with all the decision support
tools they need.
Derivation’s portfolio management system can display large numbers of portfolios,
books and strategies across all asset classes. Its highly flexible, user-friendly
hierarchical views have powerful drill-down capabilities to monitor positions in
real-time from every possible angle.
Derivation trades and orders may be input directly from its portfolio views, which
combine real time position keeping with comprehensive risk analysis; together with
functionally rich decision support tools allowing what-if scenarios and portfolio
shocking.
derivation highlights
- Trade lifecycle: Flexible booking with trade statuses, history, orders and fills fully managed.
- Position management: Live and historic P&L viewable by any period, using a complete range of price sources.
- Configurability: Variety of worksheets that are ultimately configurable, complete with a rich formula language to build bespoke columns.
- Ergonomic user interface: Thoughtfully designed interface with intuitive navigation.
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key features
trade flow
- Trades may be directly entered, loaded from files or FIX drop copies.
- Orders and fills are tracked in a user friendly blotter.
- Complete trade lifecycle, with configurable trade statuses, trade history and full audit trail.
P&L and position management
- Both real-time and historic P&L, viewable by any period: Daily, MTD, YTD & Lifetime.
- P&L may be based on theoretical, live, house or end of day price sources.
- Complete P&L breakdown (realised/unrealised) with choices of accounting methodology are available, detailing real-time risk and exposure management.
configurable views
- Instrument, Position, Quote, Trade, Order and Cash Ladder worksheets can have multi-pane views incorporating tabular data & charting.
- Customisable Excel feel views with 1000s of columns, displaying positions and scanning entire markets of instruments, with extensive configurable alerts and colouring features.
- Complete user defined formula language allowing on the fly columns to be created.
intuitive navigation
- With in-built multi-level aggregation, you may drill down and filter worksheets by any criteria.
- Multi-pane worksheets may be be filtered and navigated by double-clicking on embedded content, with tree-controls also available throughout.
- Right-mouse menus activate Derivation’s rich functionality, which can be instinctively steered, with native links to Excel.