Data manipulation

  • Norma Data

    This library normalizes data. It builds consistent and comparable return series even in cases of faulty price series (calendars, lack of data etc.). This powerful engine has policy rules that are easily developed by our team to fulfill our customers requirements. It can add, data, cut data and extend data for all of that situations where significant but correct spikes occur. FIDA built this engine leveraging its long experience in data collecting.
  • Proxy Service

    Via its powerful BRating classification system FIDA developed a smart proxy service that enables cut and sustitute or add time series where lacking for computing purposes (risk management, simulation, portfolio building, benchmarking).

Portfolio Building & Analytics

  • Efficient Frontier

    We use Markowitz restricted model to build an efficient frontier for a given portfolio or group of asset. It uses the proxy service where needed to compute the correlations between assets. Many different algorithms and modifications are easy to develop.
  • Fund & ETF Optimizer

    Via this engine given a financial instrument you get back a list of investment funds or ETF with the same investment objective sorted by a desired statistics (i.e: Fida rating BRating, 3y Shrape, etc.)
  • Portfolio analytics

    Given either portfolio movements or balances, this service computes the NAV – net asset value in you date range and then yields, risk statistics and expositions breakdown for geographic area and currency exposure, total balance, holdings, average cost, issuers, rating BRating, duration etc. In the same way you can get also the analysis for a percentage defined portfolio (asset allocation).
  • MIFID Compliance

    This engine needs as input data a portfolio and risk or holdigs limits. It computes the required risk statistics and answers OK/KO for limits respect. It also can answers all of the computed statistics.
  • Accumulation Plan

    The user of this service can buid an accumulation investment plan with regular investments on a single asset or in a portfolio. The service gives back the net accumulation curve and the invested accumulation curve with some comparative statistics
  • Transactions Optimizer

    Thank to its longlasting experience in the automated advisory FIDA developed this service that given a reference portfolio and a model portfolio calculates all the operations that will bring from reference to model portfolio. This engine encapsulates also an optimization algorithm that cuts from the operation list the single ones that don’t exceed a given portfolio percentage. With the functions “withdrawal” and “deposit” the user can easily get all of the operations needed to rebalance the portfolio.

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