Front Office Solutions
Digiterre specializes in portfolio monitoring, risk management and investment decision support solutions for the investment management community.
Why re-use?
Our approach is to re-use where its commoditized and build where it adds value.
- Tried and tested means high quality and robust applications from the outset.
- Focus time and money on what drives value and differentiates the business.
- Delivers ‘best of both worlds’ – custom vs 3rd party off-the-shelf.
Recent Projects
dView
Digiterre has done several implementations of portfolio management applications built using our dView application.
Interest rate derivatives portfolio management system
This project involved creating the following functionality for a very large multi-strategy hedge fund:
- Trade capture, intra-day valuation and market risk-reporting across broad range of fixed income and interest rate derivative instruments.
- STP integration with outsourced middle office service provider.
- Built on fund’s proprietary analytics library.
Portfolio visualization application
This project involved creating a portfolio visualization application for a global macro hedge fund trading a broad range of listed securities:
- Position and P&L database updated every 15 minutes based on latest market and portfolio data.
- Rich charting capability - view of trading performance and stop and target levels over any time period and group of trades.
Portfolio monitor
This project involved creating a portfolio monitor for a quant model driven hedge fund.
- Real time monitoring of portfolio P&L and comparison of portfolio weights versus model weights
- Automated trade file generation