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Portfolio Optimisation & Risk Management

Overview

Power portfolio construction & optimisation workflows and risk management using our powerful set of APIs and Feeds, available via desktop solutions, SDKs and enterprise level APIs where redistribution of content is required. Our web APIs provide a broad range of language support so you have unlimited integration options

Portfolio construction techniques

Use APIs to create portfolios from the widest possible universe. With long fundamental and pricing histories to derive minimum variance, minimum correlation, minimum volatility, most diversified, risk parity, classic balanced, momentum, IVY and more. 

Security Selection

Use APIs to drill into security-specific characteristics using a bottom-up type fundamentals as input. Simple access to full Income Statement, Cashflow and Balance Sheet histories with both geographic and business segment information will enable in-depth analysis and development of forward-looking models.

Factor-based Investing

Use APIs to identify Momentum, Quality, Size, Value, Volatility and Yield for Factor-based investments. Easy access to vast quantities of data as well as simple and abundant compute now allow you to easily implement such strategies. 

Smart Beta Strategies

Typically deployed within a single asset class - designed to replicate/outperform a particular index or benchmark with lower risk, cost etc. Creation of ETFs typically leverage this approach. Our API provide access to the content required to formulate these strategies

Additional Value Enhancements

Monitoring news and other sentiment across geographies, sectors and companies to augment base strategies whether through hedging or rebalancing. API access to news enables text analysis and other NLP (Natural Language Processing) and ML (Machine Learning) workflows

Monitoring and Reporting

Up-to-date portfolio monitoring and timely regulatory reporting via bulk scheduled extraction, in real-time or or bulk. Corporate Actions, events, filings, research

Risk Management

Our APIs provide cross-asset real time pricing - for liquid as well as illiquid instruments - to calculate risk measures including VAR, Sensitivities, CVA & XVA, liquidity risk and stress testing. Manage Solvency ll & IFRS13 compliance requirements. Our web APIs enable you to easily work in scripting languages such as Python and as such benefit from the rapidly expanding set of open source libraries available