Select below features that interest you:

Trade capture and
reconciliation
Risk & Exposure
analysis
Fund accounting
& managed account
reporting
Performance
analysis
& attribution
Hosted saas
platform
Daily & Intra-day
Profit/Loss

Trade capture and reconciliation

Trade capture and reconciliation should take just a few minutes per day, and it does with HedgeFacts highly automated straight through processing of both trade executions and electronic broker statement data. Capitalize on our decades of experience building broker file importers, exchange interfaces, and cloud based security master databases to fully automate your middle office and scale your business to any number of trading accounts or market opportunities that you encounter while simultaneously minimizing operational risks.

Some highlights of HedgeFacts’ trade capture
and reconciliation capabilities include:

  • Automated trade capture API Interfaces to CME, ICE, and NFX for energy derivatives
  • Flexible importer configurations for Microsoft Excel and CSV trade blotters
  • Over 50 bank/broker and futures clearing merchant (FCM) interfaces supported by a dedicated team of engineers and analysts
  • Two-way trade and position reconciliation of trade blotters vs. broker statement data
  • Bunched order allocation tools including both standard industry methods and new innovative algorithms to ensure tracking error is minimized between managed accounts

Risk & Exposure Analysis

HedgeFacts delivers a wide array of risk and exposure analytics in a suite of applications. Generate Value at Risk (“VaR”) statistics, run a stress test on user defined factors, or track margin to capital ratios for any fund, managed account, or at the firm level on-demand with just a few clicks. Further, actively monitor exposure and risk using HedgeFacts highly customizable Red Flags Dashboard, or throughout the day in HedgeFacts Live. Finally, because it’s part of the HedgeFacts suite, all the data in seamlessly integrated with the accounting books and records.

Highlights of HedgeFacts & Risk and Exposure capabilities include:

  • Value at Risk metrics(“VaR”) including Delta-Gamma (parametric methods suitable for options), Monte Carlo Simulation (with revaluation), and Historical models
  • Red Flag Dashboard with the ability to set account or trader limits across a variety of metrics such as profit/loss, VaR, net delta exposures, volatility, drawdown, margin, and even trading mandates (allowed markets, sectors, etc.)
  • Stress tests including testing the sensitivity of a portfolio to moves in a user selected market or various shifts (parallel, tilt, etc.) in the entire forward curve for commodity markets
  • Advanced VaR methods such as sector or trader risk decomposition using Component VaR and tools to monitor VaR over time against actual trading performance for excessive P&L breaches
  • Customizable position views, including option Greeks exposures (net delta, gamma, etc.) by sector, product, or market in total or across the forward curve for commodities

Fund Accounting & Managed Account Reporting

Purpose built for the alternative investment industry, HedgeFacts is tailored to suit the needs of hedge funds, commodity trading advisors, asset allocators, and family offices, whether you are running funds or separately managed accounts. Our clients use our innovative managed account architecture for performance reporting and fee invoicing while fund manager’s leverage the general ledger to shadow administrators’ NAVs at the shareholder and portfolio level. We know a manager’s business needs to be able to adapt with growth and HedgeFacts’ flexible accounting and performance reporting capabilities give managers unlimited ability to scale with new client onboarding or changes in investment product structure.

Some Highlights of HedgeFacts‘ Fund Accounting & Managed Account Reporting include:

  • HedgeFacts high automation, workflow/quality controls and audit features, and flexible investment vehicle support, including funds and managed accounts, make it the ultimate scalable accounting package for both emerging managers and established funds
  • High level of quality control through daily roll forward and monthly close-out reconciliation tools
  • Support for a wide array of investment vehicles including managed accounts, fund structures (including master-feeder), and composite/program capsule reporting
  • Innovative structure diagrams to let you visually see your fund structure and profit/loss flows from accounts/traders to funds and out to investors/shareholders for any day, on-demand
  • Industry standard reports including 13-column reports, trial balances, balance sheets, general ledger, and NAV statements
  • Audit trail reporting and security features including tiered user access within your firm

Performance Analysis & Attribution

HedgeFacts puts all of your performance data at your fingertips. When performance analytics are seamlessly integrated with accounting and back office databases, on demand access to accurate and timely attribution data and statistics is easily. Your partners and investors will be blown away by how easy you can respond to inquiries about nearly any aspect of your performance.

Some Highlights of HedgeFacts’ Performance Analysis & Attribution capabilities include:

  • Attribution of profit/loss drilldown capabilities by sector, product, symbol or specific trading instrument
  • Multi-tiered analysis at the fund, managed account, investor, strategy, advisor, or composite level
  • Highly customizable attribution templates using the HedgeFacts Dynamic P&L Pivot Grid
  • Time series analysis tools including key statistics and ratios and a host of performance graphs such as VAMI charts, distribution of returns at various periodicities, and comparison charts
  • Investor tear sheets reports the aggregate key performance ratios and table, risk metrics, and attribution data in an attractive and easy to read layout
  • Attribution of performance by option analytics (Greeks) for portfolios with non-linear instruments

Hosted SaaS Platform

HedgeFacts lets you leverage our institutional quality hosting architecture, decades of IT experience, automated workflow, and constant security and process monitoring to operate a world class back and middle office. HedgeFacts standard implementation includes automated back-ups of your data to remove risk of disaster recovery. Further, we manage your hosted software infrastructure so you don’t have to worry about the cost and wasted time on upgrades and maintaining compatibility and can focus your efforts using HedgeFacts to source the highest quality data, perform sophisticated analysis, and operate your back and middle office efficiently. Our broker and market data Exception Management Dashboards and integrated Market Library (security master) are constantly monitored by our team of analysts in Ireland and the United States.

Some Highlights of HedgeFacts ‘ Hosted SaaS Platform include:

  • Automatic software updates and access to the latest features
  • Frequent database backups for maximum recoverability of data
  • Incoming broker, exchange, and market data and daily process monitoring by our team using the HedgeFacts Exception Management Dashboard
  • Scalable architecture that supports tens of thousands of trades, thousands of accounts, and numerous funds
  • Rapid recovery with minimum downtime via virtual environments and frequent back-ups
  • Use of firewalls and established security policies to protect your data
  • Integrated and HedgeFacts maintained Market Library (security master)

Daily & Intra-Day Profit/Loss

HedgeFacts lets you constantly monitor the profit/loss (“P&L”) of any number of funds, accounts, strategies and traders. HedgeFacts Live’s highly flexible user interface supports custom templates so you can choose the level of drill-down in performance attribution that is appropriate, whether it be fully aggregated at the portfolio, by manager or account, by sector, product, market, or even specific position. Profitability is seamlessly combined with position analysis including option Greeks, as well as gross and net exposures.

Some Highlights of HedgeFacts‘ Daily & Intra-day P&L include:

  • Support for multiple custom user defined templates for viewing P&L in a dynamic pivot table style view
  • Multi-tiered hierarchy to analyze profit and risk by specific positions, account, trader, fund, or aggregated across multiple investment structures
  • Integration with the HedgeFacts Business Logic Server and Market Library for seamless integration and ease of use with your other HedgeFacts applications
  • Massive scalability allowing the monitoring of dozens of accounts or even thousands of positions throughout the day

Interested in learning more about HedgeFacts.
Get in contact to request a Demo.

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