Monis Analyzer: Real Time Portfolios
Managing a convertibles book is a complex task requiring constant monitoring of many aspects of the portfolio. Analyses and reports may need to be run across multiple currencies and asset classes, and elaborate multi-level hierarchies of portfolios, accounts, strategies, positions and trades.
Monis Analyzer's portfolio structure, which includes a flexible hierarchy and customizable views, provides users with total control of their portfolios.
Portfolio Types:
Analyzer provides the flexibility of different portfolio types, which can be used simultaneously for different requirements:
- Positions Only: An alternative to a live trading portfolio where users edit the position size diretly rather than using Analyzer's trade booking functionality.
- Watchlists: A list of convertibles that can be kept track of, in order to spot potential trading opportunities.
- Test Trading: Enables you to look at "what if" scenarios.
Portfolio Hierarchy:
Analyzer's flexible portfolio functionality lets users configure and manage complex portfolio structures with ease. There is no limit to the number of levels of sub-porfolio in the hierarhy, and the portfolio tree can be collapsed or expanded, and all sections of the portfolio tree can be subjected to a series of analyses and reports. The system is designed so that users can choose which book or books to display and analyze, and can run reports by book, account or even aggregate the books to generate a firm-wide report.
Portfolio Grid:
Analyzer has a flexible portfolio grid that can be manipulated to generate multiple views based on user-definitely preferences. Users can use multiple currencies with a portfolio grid structured to accommodate a multi–currency system with position values and sensitivities reported in local, strategy or base currency. Users can re-aggregate books to examine risk and exposure and receive dollar nuke updates on every market tick and theoretical calculations on demand with a flexibile grid that helps tackle the differential timeliness of data. Monis Analyzer also enables users to choose input parameters such bid/ask, or last market price based on the availability of data, allowing for flexible valuation.
Strategy Management:
Monis Analyzer enables users to aggregate any positions as a "strategy" for tracking purposes. Even the most basic convertible arbitrage strategy will combine multiple instruments. There are no limits on the type, currency or number of instruments that may be managed within a strategy, including credit, volatility and interest rate hedges. Strategies can be grouped into accounts, and layers of portfolios and subportfolios. Calculating risk exposures and reporting P&L can also be done by strategy.