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Time to Manage Your Risk

17 September 2014

PortfolioScience to Sponsor the EzeSoft Client Conference

We are pleased to announce the PortfolioScience will be the Silver Sponsor in this year's Eze Software Group's Client Conference.

From the conference website:

Eze Software Group is excited to host the 2014 EzeSoft Client Conference on October 15-17, 2014 in Boston, Massachusetts.

The conference offers several tracks of sessions for attendees to learn about Eze Software products and industry trends. Over the course of 1.5 days, client attendees and sponsors can attend a number of discussions and presentations.

2014 CONFERENCE HIGHLIGHTS

  • 2014 Guest Speaker: Mel Robbins, Founder of Inspire 52, CNN Contributor, Motivational Speaker & Syndicated Talk Radio Host
  • Multiple tracks with targeted sessions led by Eze’s product experts in trading, portfolio management, compliance, data management, middle/back office, and risk
  • Network with other EzeSoft clients
  • Case studies and panels involving clients and industry analysts
  • Interact with key vendor partners in the Partner Pavilion
  • Discuss best practices and more efficient workflows

The conference agenda can be found here: http://ezesoftconference.com/schedule/

04 September 2014

Integrated Custom Data Upload

The latest version of the The RiskAPI Add-In now includes the ability to import custom time series directly via the RiskAPI Add-In from within Excel. Prior to this, importing custom data was only available via uploaded text files on the support website. This new feature makes access to custom data rapid and trouble-free.

Custom data time series are segregated and secured on a per-account basis. The import process (pictured above using the Market Macro keywords mechanism) allows users to assign a custom symbol to any historical data they choose to import. Once the import process takes place, the custom data can be accessed as if it were a listed financial instrument:

Pictured above is the same custom data in the first image being accessed via the custom symbol "CUSTOM.CST". In this example a realized volatility calculation is executed on the imported time series using the Market Macro tool. Custom data can be used to proxy portfolio components, to replace standard indexes for exposure analysis, to analyze historical NAV's, and more.

The results above were calculated using The RiskAPI Add-In, our unique software client which allows fund managers to access a whole spectrum of on-demand portfolio risk analysis calculations.

11 August 2014

S&P 500 Highest Beta Stocks

A look at the 10 (YTD) highest beta constituents of the S&P 500:

Constituent Symbol Beta
TripAdvisor Inc. TRIP 2.542171
Alexion Pharmaceuticals ALXN 2.432534
Facebook FB 2.245835
E*TRADE Financial ETFC 2.204229
Harman Intl Industries HAR 2.038566
Amazon.com AMZN 1.959263
Under Armour A UA 1.907848
Schwab Charles Corp SCHW 1.907240
Biogen Idec Inc BIIB 1.901673
Micron Technology Inc MU 1.873427

The results above were calculated using The RiskAPI Add-In, our unique software client which allows fund managers to access a whole spectrum of on-demand portfolio risk analysis calculations.

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