StatPro Readies New Data Model, Advanced Risk Analytics for 2015

New features planned for rollout this year include the ability to incorporate new data values and calculations.

neil-smyth

The new version of Revolution, which is scheduled for launch in early March, enables users to use market values─the price at which an asset would trade on the market─as a data model option for performance calculations, which officials say will provide clients with greater accuracy and flexibility in their portfolio analysis. The vendor already provides a range of other data models, including holding-based and pre-calculated weights and returns.

The vendor added support for market values─along

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Systematic tools gain favor in fixed income

Automation is enabling systematic strategies in fixed income that were previously reserved for equities trading. The tech gap between the two may be closing, but differences remain.

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