UPDATE: StatPro Fills Out Revolution Risk Analysis; Eyes Performance, Benchmark Analysis in '16

Version 64 of Revolution includes new risk analytics.

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The update includes new relative and risk attribution dashboards, supporting reports and enhanced visualizations, building on the risk measures introduced in version 63 that provide visual analysis of a portfolio's rise against a benchmark.

The relative risk dashboards show portfolio and benchmark value at risk (VaR) along with relative VaR and the relative VaR Ratio. It also visualizes sector weights verses contribution to relative VaR, allowing clients to drill down to security-level analysis

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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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