QSuper Extends Rimes for Performance Benchmarking
The implementation will build on the fund's existing use of Rimes to govern the shuttling of FTSE's Q-Diversified benchmarks between QSuper and its custodian bank, first begun in 2012. The latest extension, meanwhile, was initiated in 2013 with a brief trial period, and subsquent migration of all QSuper benchmark feed requirements to Rimes for use with StatPro's SPA performance attribution product.
"The mechanisms we were using left many of the burdens of sourcing, downloading, transporting, and quality assuring the data with QSuper's internal teams. Rimes was easily able to demonstrate significant reduction in the amount of effort required to expend, both in the implementation of new products and on an onging basis in daily production," says Michael Cottier, QSuper's CFO.
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@waterstechnology.com or view our subscription options here: https://subscriptions.waterstechnology.com/subscribe
You are currently unable to print this content. Please contact info@waterstechnology.com to find out more.
You are currently unable to copy this content. Please contact info@waterstechnology.com to find out more.
Copyright Infopro Digital Limited. All rights reserved.
As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.
If you would like to purchase additional rights please email info@waterstechnology.com
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@waterstechnology.com
More on Data Management
Firms get AI access to LSEG data via DataBP admin layer
LSEG has expanded its agreement with DataBP to enable customers’ AI-based tools to request and evaluate data from the exchange and maintain more comprehensive usage records.
Rimes builds agents for exception management
The vendor aims to improve its data foundations to allow for greater agent autonomy.
The great migration: Firms work to integrate ISO 20022
Banks and asset managers are working to adopt the new messaging standard, but it’s easier said than done.
PostSig, CJC team up to run data management for London broker
In the first such deployment between the vendors, CJC will act as an outsourced data administrator using PostSig’s technology to manage the firm’s data.
Buy-side firms warn semantic layers not a quick fix for AI integration
Semantic layers promise to teach AI what a firm’s data means. Keeping that meaning current is the part that may get overlooked, tech heads warn.
Mind the stack: the foundation markets run on
Exchange data is an underappreciated component of the AI era, writes Jeff Kimsey.
BlackRock Aladdin prioritizing semantic layer for agentic AI
The asset manager’s tech platform is spending “a lot of time thinking about” semantics before it rolls out AI for a variety of tasks, says Aladdin exec.
The impact of market data and alt data converging
The Waters Wrap: As firms combine traditional data sources with proprietary research and alt-data signals, Max has some questions about where the data market is headed.