Multi-Asset & Multi-Frequency
Most portfolios contain multiple classes of assets, such as some bonds, some equity, and some commodities. Because of this, the frequency of data processing is not the same for all assets, since some give daily prices, while others only give monthly prices. Most systems cannot handle multi-frequency data. However, HedgeSPA’s platform is able to analyze prices of several frequencies: it processes all these data separately and precisely and adds them to an existing portfolio.
For portfolio managers, it is extremely important to understand what is causing bad performance in their portfolios. Experienced portfolio managers isolate problematic factors and replace the old asset with a new one that does not have the same factor. HedgeSPA’s performance universe comparison does this for you: it neutralizes the beta value to the factor so the manager can focus on stocks and other assets, experience less drawdown risk, and still have the same investment view as before.
Manually generating reports is as tedious as it is necessary for investment managers, because although they would rather spend their time on improving their clients’ portfolios, they need to keep their clients updated at the same time. HedgeSPA’s reporting service can quickly and automatically generate unbiased client reports, thus saving investment managers time, money, and even human capital.