- Client-provided datasets
- 40+ portfolio metrics
- High Frequency model pipeline
- Intraday portfolio optimization
Compute portfolio risk and performance metrics based on modern/post-modern portfolio theory: VaR, ETL, alpha, beta, Sharpe ratio, Omega ratio, etc.
Perform intraday portfolio optimization with arbitrary number of optimization constraints using our global multi-start optimization algorithm.
Get metric updates for every market price move for high-resolution charting, detailed market impact analysis, flash crush monitoring and other applications.