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Asset Class Coverage

Covers the breadth and depth of instruments and asset classes the platform can support in portfolio construction and analysis.

Alternative Investments Coverage: Support for hedge funds, structured products, and other alternatives.
Commodity Asset Support: Support for commodity markets such as metals, energy, and agriculture.
Cryptoassets Support: Ability to handle cryptocurrencies and digital assets.
Custom Asset Classes: Ability to define, model, and integrate custom or new asset classes quickly.
Derivative Products Support: Ability to handle options, futures, swaps, and other derivatives.
Equity Asset Support: Ability to support stocks, ETFs, and equity-based instruments.
Fixed Income Asset Support: Supports government bonds, corporate bonds, and other fixed income instruments.
Geographical Market Coverage: Provides access to developed and emerging market assets.
Multi-currency Capability: Handles transactions and valuations across multiple currencies.
Private Assets Support: Includes support for private equity, private debt, and real estate.

Data Management & Input Integration

Capabilities for aggregation, validation, and management of market, reference, and portfolio data from multiple sources.

API Connectivity: APIs for ingesting, updating, and extracting portfolio and pricing data.
Automated Data Validation: Automated checks for outliers, stale prices, or data consistency errors.
Custom Data Fields: User-defined data enrichment and tagging in platform.
Data Retention Period: How long historical data is retained and available for analysis.
Data Sources Supported: Distinct supported feeds and vendors for market/reference data.
ESG/Alternative Data Integration: Integration with alternative and ESG data sets.
Latency of Core Data Updates: Time lags for refreshing market/pricing data.
Market Data Integration: Integration with real-time and historical market data providers.
Reference Data Management: Instrument, legal entity, benchmark, and hierarchies management in-system.
Third-Party System Integration: Ability to plug-and-play with OMS, EMS, trading, and accounting systems.

Integration & Extensibility

Interoperability with external systems and the ability to extend or customize platform functionality.

API Rate Limit: Maximum number of API requests permitted per minute/hour.
Cloud Service Integration: Native support for cloud storage, compute, or SaaS integrations (e.g., Azure, AWS, Google).
Custom Scripting/Formula Language: Support for custom formulae, rules, or scripting for advanced users.
Data Import/Export Connectors: Pre-built connectors for major OMS, EMS, data vendors, and custodians.
Event Webhooks: Offers event-driven integration with real-time notification webhooks.
Number of Standard Integrations: Pre-built integrations available out-of-the-box.
Open APIs: Well-documented RESTful APIs for integration with external tools.
Plug-ins and Add-ons: Support for third-party plug-ins and custom-built enhancements.
Sandbox/Development Environment: Availability of a dev/test environment for integration and testing.
Single Sign-On (SSO): Integrated authentication via SSO solutions (OAuth2, SAML, etc.).

Performance Measurement & Attribution

Features for evaluating portfolio performance and attributing returns to sources.

Attribution by Asset Class: Ability to decompose performance by asset class (e.g., sector, security, factor level).
Custom Benchmark Comparison: Ability to compare against custom or blended benchmarks.
Drill-down & Attribution Hierarchy: Deep performance attribution down to security or custom groupings.
Gross/Net of Fees Performance: Tracks and reports both gross and net of management/performance fees.
Money-Weighted Returns Calculation: Calculates internal rate of return (IRR), useful for private assets and illiquid investments.
Multi-Currency Performance: Decomposition of returns by currency source and FX effects.
Number of Attribution Models Supported: Total different performance attribution methodologies available.
Peer Group Comparison: Compares performance versus peer portfolios or funds.
Performance Reporting Speed: Speed to generate full performance reports.
Time-Weighted Returns Calculation: Support for GIPS-compliant time-weighted return methodologies.

Portfolio Construction & Optimization

Features enabling creation, rebalancing, and optimization of portfolios and strategies.

Automated Rebalancing: System can automatically generate or recommend rebalance trades.
Constraint Management: Ability to set and handle investment constraints such as ESG, liquidity, or regulatory limits.
Customizable Investment Rules: User can define portfolio rules for construction and performance monitoring.
Model Portfolio Capabilities: Creation and management of model portfolios for strategy replication and comparison.
Multi-period Optimization: Supports optimization and planning over multiple periods/horizons.
Optimization Algorithms: Availability of mean-variance, risk parity, Black-Litterman, and other optimization techniques.
Optimization Speed: Speed to run a portfolio optimization calculation.
Scenario Analysis: Ability to test portfolio impacts of macro and microeconomic scenarios.
Strategic and Tactical Asset Allocation Tools: Enables both long-term (strategic) and short-term (tactical) allocation modeling.
Transaction Cost Modeling: Includes modeling and minimizing transaction costs during optimization.

Regulatory and Compliance Tools

Features that help users comply with regulatory requirements and internal policies.

Audit Trail & Logging: System logs all changes, access, and decision processes.
Compliance Check Speed: Speed to evaluate and confirm compliance per proposed trade.
Compliance Rule Library Size: Total number of built-in regulatory rule templates.
Exception Management Workflow: Manages override, approvals and follow-up for breaches.
Insider Trading Surveillance: Helps identify trades that may breach insider trading rules.
Post-Trade Surveillance: Continuous monitoring for breaches and exceptions post-execution.
Pre-Trade Compliance Checks: Automated checks to prevent violations of investment guidelines.
Regulatory Reporting Suite: Automated production of statutory and regulatory filings.
Restricted List Monitoring: Manages security or issuer restrictions due to regulation or policy.
Rule-Based Controls Configuration: Users can easily implement new rules and regulatory changes.

Reporting & Client Communication

Capabilities for generating, customizing, and distributing investment and regulatory reports.

Client Portal Access: Clients can log in and securely view their portfolio reports.
Custom Report Builder: Allows users to design and generate bespoke reports.
Data Export Options: Export reporting data in CSV, PDF, XLSX, JSON and more.
Document Management System: Stores and organizes reports, commentary, and client communications.
Interactive Dashboards for Clients: Visualizations and interactive dashboards for client review.
Multi-language Reporting: Ability to produce reports in multiple languages for global clients.
Real-time Access to Reports: Clients and users can access up-to-date reports without delay.
Report Generation Speed: Amount of time to generate a standard report set.
Scheduled and Automated Report Distribution: Automates report sending to clients, regulators, or internal teams.
White-label Branding: Branding customization for client-facing materials.

Risk Management and Analytics

Comprehensive capabilities for risk calculation, monitoring, and reporting.

Counterparty and Credit Risk Monitoring: Tools to assess exposures and risk to trading counterparties.
Coverage of Risk Models: Number of risk models/frameworks available in-system.
Factor-Based Risk Analysis: Analyses portfolio exposures to key underlying factors (e.g., style, macro, sector).
Limit Monitoring and Alerts: Ability to define and monitor risk limits, with real-time alerting.
Liquidity Risk Assessment: Tooling to identify and monitor liquidity risk at instrument and portfolio level.
Portfolio Risk Attribution: Details the sources of risk contribution in the portfolio.
Scenario Calculation Speed: Time taken to run a risk scenario on the full portfolio.
Sensitivity Analysis (Greeks): Support for option sensitivity analysis (delta, gamma, vega, etc.).
Stress Testing: Facilities to run stress scenarios and shocks (historical or custom).
Value-at-Risk (VaR) Calculation: Implementation of VaR and other tail-risk measurements.

Security & Infrastructure

Technical features that ensure system, data security, and robust, scalable operations.

Audit Logs and Forensics: Comprehensive, tamper-evident logging for forensics and compliance.
Cloud/On-Prem Deployment Options: Ability to deploy platform on cloud, on-premises, or hybrid environments.
Data Encryption at Rest: All at-rest data is encrypted using industry standards.
Data Encryption in Transit: All data transmitted between components or users is encrypted (e.g., TLS/SSL).
Disaster Recovery and Business Continuity: Robust DR/BCP processes with regular backup and failover testing.
Granular Permission Controls: Fine-grained controls at user, group, and data levels.
Maximum Concurrent Users Supported: Upper cap on number of simultaneous users.
Multi-factor Authentication: Supports MFA for increased system and data security.
Penetration Testing and Vulnerability Management: Regular, independent pen testing and active vulnerability patching.
System Availability SLA: Guaranteed system uptime via SLA.

Support, Training & Documentation

Level and availability of customer service, user training, and documentation resources.

24/7 Support Availability: Round-the-clock live support via chat, email or phone.
Average Support Response Time: Mean time to first response from support team.
Comprehensive API Documentation: API reference, code samples and use-case examples.
Contextual Help and Guided Tutorials: Inline instructions, tooltips, and guided walkthroughs.
Dedicated Account Manager: Dedicated point of contact for relationship management.
Documentation Language Support: Number of languages documentation is published in.
Onboarding and Implementation Services: Expert support throughout initial onboarding and configuration.
Online User Community: Access to a user forum or community for best practices and troubleshooting.
User Satisfaction Score: Average user/customer satisfaction rating.
User Training Programs: Formal, regular user training sessions (live or recorded).

User Access, Workflow & Collaboration

Tools for user/managing permissions, supporting workflows and facilitating team collaboration.

Approval Workflows: Enforces multi-stage sign-off processes for proposed actions.
Audit and Activity Monitoring: Tracks all user and system activity for monitoring and compliance.
Concurrent User Limit: Number of users that can access the system simultaneously.
Custom Workflow Templates: Templates for commonly used workflow processes.
Customizable Dashboards: Personalized dashboards for users or teams.
Multi-user Collaboration: Allows multiple users to view, comment, or edit portfolios and strategies.
Role-based Access Control: Supports different user roles and granular permissions.
Task Assignment and Workflow Automation: Assign workflow tasks and automate routine steps (e.g. approval, review).
Team Chat and Notifications: Built-in messaging and alerting for collaboration on portfolios and trades.
User Provisioning Speed: Time needed to provision or deprovision a user account.

Multi-Asset Strategy Platforms features explained

for Investment Strategy & Asset Allocation