Analytics
Securities types covered:
Equities
Emerging markets
Fixed income
F/X
Gov't securities
Futures
This product, intended for use by portfolio managers and traders, runs on Windows 3.x, 95 and NT.
In equity analytics, this product covers more than 125 U.S. securities/indexes; more than 800 global return series; and more than 300 international securities/indexes.
In fixed-income analytics, it offers a regression based TAA model type. Domestic asset classes covered are 40 plus return series; international classes are 400 plus return series.
For database products, data date back to 1975.
The product, introduced in 1996, costs a minimum of $15,000 per year.
For more information on this product, contact Paul Green at (510) 548-5442.
BARRA Cosmos System
BARRA
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:
Spreadsheet export
Securities pricing:
Multiple price feeds
International pricing
F/X prices
MBS factoring
Corporate action info
Input for irregular securities
Databases:
Data provided:
Fundamental data
Forecasts
Historical numbers
Features:
Interactive
Global
Analytics
Securities types covered:
Options
Mortgage-backed
Fixed income
F/X
Gov't securities
Other
Futures
Money markets
This product, intended for use by portfolio managers, traders and insurance companies, runs on Windows 3.x, 95 and NT.
In equity analytics, this product covers more than one million U.S. securities/indexes and over 27 countries for international securities/indexes.
In fixed-income analytics, it offers a multi-factor risk model type. The product offers integrated CMO analysis. Domestic asset classes covered are treasuries, agencies, corporates, ABS, MBS and CMO; international classes are sovereigns, currencies, futures and options.
For database products, data are updated through modem dial-up, diskette and FTP, and date back to 1975. The product, introduced in 1996, costs a minimum of $25,000 per year.
For more information on this product, contact Paul Green at (510) 548-5442.
BARRA World Markets Model
BARRA
Equity analytics:
Risk analysis
Optimization
Performance attribution
Style analysis
Int'l risk
Int'l performance attribution
Asset allocation
Fixed-income analytics:
Risk analysis
Optimization performance attribution
Scenarios analysis
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:
Fundamental data
Historical numbers
Features:
Interactive
Emerging markets
Global
Analytics
Securities types covered:
Equities
Options
Emerging markets
Fixed income
F/X
Gov't securities
Futures
Money markets
This product, intended for use by portfolio managers and traders, runs on Windows, NT and 95.
In equity analytics, this product covers approximately 70 U.S. securities/indexes; more than 800 global return series; and more than 700 international securities/indexes.
For database products, the data are updated through modem dial-up, diskette and FTP, and date back to 1975.
The product, introduced in 1987, costs a minimum of $12,000 per year.
For more information on this product, call Paul Green, (510) 548-5442.
BondCalc
BondCalc Corp.
Fixed-income analytics:
Scenarios analysis
Mortgage payment
Portfolio management/accounting:
Key features:
G/L interface
Report writer
Spreadsheet export
Securities pricing:
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 and insurance companies, runs on DOS.
In fixed-income analytics, it offers OAS, static spread and yield-to-worst model types. The product offers integrated CMO analysis. Domestic asset classes covered are all unconventional securities, such as high yield bonds, private placements and bank loans; emerging markets debt also is covered.
The product, introduced in 1991, has 45 institutional clients and costs from $2,900 to $16,000.
For more information on this product, contact Don Wiss at (718) 499-9900.
LaPorte Asset Allocation
System
Burlington Hall Asset Management
Equity analytics:
Risk analysis
Optimization
Asset allocation
Fixed-income analytics:
Risk analysis
Optimization performance attribution
Databases:
Data provided:
Historical numbers
Features:
Emerging markets
Analytics
Securities types covered:
Equities
Emerging markets
Fixed income
Gov't securities
Futures
Money markets
This product, intended for use by portfolio managers, runs on Windows 3.1, Windows 95 and Windows NT.
In equity analytics, this product covers 11,590 U.S. securities/indexes and 5,000 international securities/indexes.
In fixed-income analytics, it offers search engine, statistical analysis and asset allocation model types.
For database products, the data are updated through diskette and Web site; cut-off dates vary by database.
The product, introduced in 1987, costs $3,975 a year. For more informationt, contact Richard E. Oberuc, (908) 813-0077.
BondEdge for Windows
Capital Management Sciences
Fixed-income analytics:
Risk analysis
Optimization performance attribution
Scenarios analysis
Mortgage payment
Portfolio management/accounting:
Key features:
Report writer
Performance measurement
Spreadsheet export
Securities pricing:
MBS factoring
Input for irregular securities
Documentation/support:
Phone support
On-site training
Free tech support
Databases:
Data provided:
Fundamental data
Historical numbers
Features:
Analytics
Securities types covered:
Mortgage-backed
Fixed income
