Middle Office Analytics
This module allows the investors’ portfolio risk manager to better monitor through an ELT process that loads daily extracts and provides the calculation of P&L, performance, and portfolio risk.
P&L Calculation is the Profit and Loss (P&L) calculation for each trading position or portfolio. This involves comparing the current market value of positions with their acquisition costs, taking into account factors such as transaction costs, dividends, and interest payments.
Performance Metrics: In addition to P&L, the ELT process may also compute various performance metrics such as returns. These metrics provide valuable insights into the performance of individual trading strategies, portfolios, or the overall investment program.
Portfolio Risk Calculation: Another critical aspect of the transformation phase is calculating portfolio risk metrics. This includes measures such as Value volatility and correlation. These metrics help assess the portfolio’s risk exposure to different market factors and potential scenarios.
SERVICES
- Information architecture analysis
- Quality assurance
- Azure DevOps
- .Net , C#
- Database architecture