Financial Engines


Data Retrieval, Analysis and Presentation

  • Dynamic & Static Data search

    This service lets user dig into FIDA database both in the static data and quantitative and computed statistics. You can perform search on any record and field. You can also perform quantitative filtering on every statistics FIDA computes night-time.
  • Historical Data

    You can get historical price and series on every instruments of FIDA database. Price series, total return series and adjusted series are available.
  • Statistical data

    On a defined set of financial instruments you can ask a pool of statistics on a customized time span, choosing from the list of available statistics. They will be computed on-fly. We have different indicators families, among them: Annual returns, Cumulative performance, Summary statistics, Risk measures, CAPM, Quadratic CAPM, Single index model, Tracking Error, Loss and gain, Amplification factor (Fida proprietary algorithm), Risk Adjusted Performance Measures, Fama decomposition.
  • Correlation Matrix

    Via this service you can get a correlation matrix of a demanded set of instruments computed on your desired date range.

Data & Portfolio Presentation

  • Financial Factsheet

    You get on-fly financial product factsheet (investment funds, etf, equity, bonds, indexes). With the whole information set you can build up your graphic data sheet. You can find some examples at fondidoc.com.
  • Portfolio Presentation

    Given either portfolio movements or balances, this service computes the NAV – net asset value in you date range and then total and period yields, mwrr, twrr, risk statistics and expositions breakdown

Data processing

  • Norma Data

    This library normalizes data. It builds consistent and comparable return series even in cases of faulty price series (calendars, lack of data etc.). This powerful engine has policy rules that are easily developed by our team to fulfill our customers requirements. It can add, data, cut data and extend data for all of that situations where significant but correct spikes occur. FIDA built this engine leveraging its long experience in data collecting.
  • Proxy Service

    Via its powerful BRating classification system FIDA developed a smart proxy service that enables cut and sustitute or add time series where lacking for computing purposes (risk management, simulation, portfolio building, benchmarking).

Portfolio Building & Analytics

  • Risk management

    Risk metrics computing and monitoring for single financial instrument and portfolios.
  • Efficient Frontier and Portfolio Optimization

    Quantitative optimization methods delivered in software libriaries you can plug-into your platform. We use Markowitz restricted model to build an efficient frontier for a given portfolio or group of asset. It uses the proxy service where needed to compute the correlations between assets. Many different algorithms and modifications are easy to develop.
  • Fund & ETF Optimizer

    Via this engine given a financial instrument you get back a list of investment funds or ETF with the same investment objective sorted by a desired statistics (i.e: Fida rating BRating, 3y Shrape, etc.)
  • Portfolio analytics

    Given either portfolio movements or balances, this service computes the NAV – net asset value in you date range and then yields, risk statistics and expositions breakdown for geographic area and currency exposure, total balance, holdings, average cost, issuers, rating BRating, duration etc. In the same way you can get also the analysis for a percentage defined portfolio (asset allocation).
  • MIFID and ESMA Compliance

    This engine needs as input data a portfolio and risk or holdigs limits. It computes the required risk statistics and answers OK/KO for limits respect. It also can answers all of the computed statistics. A Multi varied questioannaire implementing both risk appetite and portfolio limits and financial planning.
  • Accumulation Plan

    The user of this service can buid an accumulation investment plan with regular investments on a single asset or in a portfolio. The service gives back the net accumulation curve and the invested accumulation curve with some comparative statistics
  • Transactions Optimizer

    Thank to its longlasting experience in the automated advisory FIDA developed this service that given a reference portfolio and a model portfolio calculates all the operations that will bring from reference to model portfolio. This engine encapsulates also an optimization algorithm that cuts from the operation list the single ones that don’t exceed a given portfolio percentage. With the functions “withdrawal” and “deposit” the user can easily get all of the operations needed to rebalance the portfolio.

We will deliver, during 2016, the following engines:

  • Scenario Simulator with Montecarlo Methods (Resampling)
  • Style analysis
  • Scenario analysis
  • Performance Attribution
  • Performance Contribution
  • Risk contribution

 

  • Via Cernaia, 31 - IT10121 - Turin, Italy
  • +39 011 58 13 777
  • +39 011 58 13 741
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