DTC interface
Report writer
Performance measurement
Spreadsheet export
Securities pricing:
Multiple price feeds
International pricing
F/X prices
MBS factoring
Corporate action info
Input for irregular securities
Documentation/support:
On-line help
Phone support
On-site training
E-mail support
Free tech support
This product, intended for use by portfolio managers, traders, mutual funds, insurance companies, custody/trust administration staff and back office and accounting departments, runs on Windows NT, Windows NT and Novell server.
In fixed-income analytics, it offers integrated CMO analysis. Domestic asset classes are covered.
The product, introduced in 1989, has more than 300 institutional clients.
For more information on this product, contact Cynthia Flanagan, (609) 987-2400.
IMS-2000
QED Information Systems Inc.
Equity analytics:
Risk analysis
Optimization
Performance attribution
Valuation
Int'l risk
Int'l performance attribution
Fixed-income analytics:
Risk analysis
Optimization performance attribution
Scenarios analysis
Mortgage payment
Portfolio management/accounting:
Key features:
G/L interface
DTC interface
Report writer
Performance measurement
Spreadsheet export
Securities pricing:
Multiple price feeds
International pricing
F/X prices
MBS factoring
Corporate action info
Input for irregular securities
Documentation/support:
On-line help
Phone support
On-site training
E-mail support
Free tech support
Databases:
Data provided:
Market-related
Corporate action
Historical numbers
Other market news
Features:
Real-time pricing
Interactive
Emerging markets
Intraday pricing
Global
Analytics
Redundancy
Securities types covered:
Equities
Options
Emerging markets
Mortgage-backed
Fixed income
F/X
Gov't securities
Structured finance
Private placements
Futures
Money markets
This product, intended for use by portfolio managers, traders, mutual funds, insurance companies, custody/trust administration staff and back office and accounting departments, runs on Unix SVR4 (Solaris 2.5x/UltraSparc server).
In equity analytics, this product covers the universe of U.S. securities/indexes, global return series and international securities/indexes.
In fixed-income analytics, it offers duration, convexity and blackshoels model types. The product offers PSA cash flow yield SFAS91 integrated CMO analysis. The universe of domestic and international asset classes are covered.
For database products, the data are updated through direct communications and dates back to 1969, but can be limited at the client's option.
The product, introduced in 1986, has 28 institutional clients.
For more information on this product, contact Anthony Castile, (609) 797-1200.
Portfolio Strategy System
Quantra Corp.
Equity analytics:
Risk analysis
Optimization
Performance attribution
Valuation
Asset allocation
Portfolio management/accounting:
Key features:
G/L interface
Report writer
Performance measurement
Spreadsheet export
Documentation/support:
On-line help
Phone support
On-site training
E-mail support
Databases:
Data provided:
Market-related
Fundamental data
Forecasts
Historical numbers
Features:
Interactive
Analytics
Redundancy
This product, intended for use by portfolio managers, insurance companies and custody/trust administration staff, runs on an SQL server.
In equity analytics, this product covers the NCREIF in U.S. securities/indexes.
For database products, the data are updated through compact disc and historical cut-off dates are determined by the user.
The product, introduced in 1985, has eight institutional clients.
For more information on this product, contact Paul Hession, (617) 423-6686.
Kondor+
Reuters America Inc.
Equity analytics:
Risk analysis
Optimization
Performance attribution
Valuation
Style analysis
Int'l risk
Int'l performance attribution
Fixed-income analytics:
Risk analysis
Optimization performance attribution
Scenarios analysis
Mortgage payment
Portfolio management/accounting:
Key features:
G/L interface
Report writer
Performance measurement
Spreadsheet export
Securities pricing:
Multiple price feeds
International pricing
F/X prices
MBS factoring
Input for irregular securities
Documentation/support:
On-line help
Phone support
On-site training
E-mail support
Databases:
Data provided:
Market-related
Corporate action
Fundamental data
Forecasts
Historical numbers
Other market news
Features:
Real-time pricing
Interactive
Emerging markets
Intraday pricing
Global
Analytics
Redundancy
Securities types covered:
Equities
Options
Emerging markets
Mortgage-backed
Fixed income
F/X
Gov't securities
Futures
Money markets
This product, intended for use by portfolio managers, traders, mutual funds and insurance companies, runs on Sun Solaris and IBM AIX.
In equity analytics, this product covers U.S. securities/indexes, global return series and international securities/indexes.
In fixed-income analytics, it offers Ho & Lee, BlackScholes, Binomial, Garman and Kohlhagen, and Black adjusted model types. The product offers integrated CMO analysis for domestic and international, asset-ranked and mortgage-backed securities. Domestic and international asset classes covered are asset-ranked and mortgage-backed securities.
For database products, the data are updated on-line through Reuters data delivery platforms, Triarch and TIB.
The product, introduced in 1993, has more than 120 sites with more than 3,000 users and costs $70,000-$380,000 for the server, depending upon the number of users, and $7,000-$45,000 per workstation, based on the modules selected.
For more information on this product, contact Diane O'Dwyer at (212) 593-5661, Jay Burstell at (212) 593-5514, Fabrice Rault at (212) 593-5558 or David Schwartz at (212) 593-6009.
Russell Performance
Attribution for Windows
Frank Russell Co.
Equity analytics:
Risk analysis
Performance attribution
Int'l risk
Int'l performance attribution
Asset allocation
Fixed-income analytics:
Risk analysis
Databases:
Data provided:
Historical numbers
This product, intended for use by portfolio managers. custody/trust administration and back office/accounting staffs, mutual funds and insurance companies, runs on Windows 3.1 and 95.
In equity analytics, this product supplies complete index coverage for U.S. and international securities/indexes.
In fixed-income analytics, it offers a performance attribution model type which breaks net management into components consisting of security selection, allocation and currency impacts.
For database products, the data are updated through Russell OnLine and diskettes, and date back at least 15 years, depending on the vendor.
The product, introduced in 1987, has 65 institutional clients and costs $25,000 per year, plus a $5,000 set-up fee.
For more information on this product, contact Christy Kitsu at (253) 596-3064.
Russell Performance
Universes for Windows
Frank Russell Co.
Portfolio management/accounting:
Key features:
Performance measurement
Spreadsheet export
Documentation/support:
On-line help
Phone support
On-site training
E-mail support
Free tech support
Databases:
Data provided:
Market-related
Historical numbers
Features:
Emerging markets
Global
Securities types covered:
Equities
Emerging markets
Mortgage-backed
Fixed income
F/X
Gov't securities
Money markets
This product, intended for use by portfolio managers, custody/trust administration staff, mutual funds and insurers, runs on Windows 95.
For database products, the data are updated through Russell OnLine and diskettes, and dates back about 15 years, depending on the vendor.
The product, introduced in 1986, has 460 institutional clients and costs $7,000 per year, plus $4,200 per database.
For information on this product, contact Tricia O'Connell at (253) 594-1734 or Christy Kitsu at (253) 596-3064.
Russell Style
Classification for Windows
Frank Russell Co.
Equity analytics:
Risk analysis
Style analysis
Databases:
Data provided:
Market-related
Fundamental data
Historical numbers
Features:
Global
This product, intended for use by portfolio managers, custody/trust administration staff, mutual funds and insurance companies, runs on Windows 3.1 and 95.
In equity analytics, this product covers over 200 indexes in U.S. securities/indexes.
For database products, the data are updated through Russell OnLine and diskettes, and dates back at least 15 years, depending on the vendor.
The product, introduced in 1996, costs $7,000 a year.
For more information on this product, contact Christy Kitsu at (253) 596-3064.
