Multi-Asset Strategy Platforms features

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Integrated systems that support cross-asset research, relative value analysis, and tactical allocation decisions across traditional and alternative asset classes.

We ask vendors to mark their product against our feature list. It is not available for all products and in some cases we have derived data from publicly available sources. The list of features follows. Vendors can add a further 10 key features of their own.

Asset Class Coverage

Covers the breadth and depth of instruments and asset classes the platform can support in portfolio construction and analysis.

Alternative Investments Coverage: Support for hedge funds, structured products, and other alternatives.
Commodity Asset Support: Support for commodity markets such as metals, energy, and agriculture.
Cryptoassets Support: Ability to handle cryptocurrencies and digital assets.
Custom Asset Classes: Ability to define, model, and integrate custom or new asset classes quickly.
Derivative Products Support: Ability to handle options, futures, swaps, and other derivatives.
Equity Asset Support: Ability to support stocks, ETFs, and equity-based instruments.
Fixed Income Asset Support: Supports government bonds, corporate bonds, and other fixed income instruments.
Geographical Market Coverage: Provides access to developed and emerging market assets.
Multi-currency Capability: Handles transactions and valuations across multiple currencies.
Private Assets Support: Includes support for private equity, private debt, and real estate.

Data Management & Input Integration

Capabilities for aggregation, validation, and management of market, reference, and portfolio data from multiple sources.

API Connectivity: APIs for ingesting, updating, and extracting portfolio and pricing data.
Automated Data Validation: Automated checks for outliers, stale prices, or data consistency errors.
Custom Data Fields: User-defined data enrichment and tagging in platform.
Data Retention Period: How long historical data is retained and available for analysis.
Data Sources Supported: Distinct supported feeds and vendors for market/reference data.
ESG/Alternative Data Integration: Integration with alternative and ESG data sets.
Latency of Core Data Updates: Time lags for refreshing market/pricing data.
Market Data Integration: Integration with real-time and historical market data providers.
Reference Data Management: Instrument, legal entity, benchmark, and hierarchies management in-system.
Third-Party System Integration: Ability to plug-and-play with OMS, EMS, trading, and accounting systems.

Integration & Extensibility

Interoperability with external systems and the ability to extend or customize platform functionality.

API Rate Limit: Maximum number of API requests permitted per minute/hour.
Cloud Service Integration: Native support for cloud storage, compute, or SaaS integrations (e.g., Azure, AWS, Google).
Custom Scripting/Formula Language: Support for custom formulae, rules, or scripting for advanced users.
Data Import/Export Connectors: Pre-built connectors for major OMS, EMS, data vendors, and custodians.
Event Webhooks: Offers event-driven integration with real-time notification webhooks.
Number of Standard Integrations: Pre-built integrations available out-of-the-box.
Open APIs: Well-documented RESTful APIs for integration with external tools.
Plug-ins and Add-ons: Support for third-party plug-ins and custom-built enhancements.
Sandbox/Development Environment: Availability of a dev/test environment for integration and testing.
Single Sign-On (SSO): Integrated authentication via SSO solutions (OAuth2, SAML, etc.).

Performance Measurement & Attribution

Features for evaluating portfolio performance and attributing returns to sources.

Attribution by Asset Class: Ability to decompose performance by asset class (e.g., sector, security, factor level).
Custom Benchmark Comparison: Ability to compare against custom or blended benchmarks.
Drill-down & Attribution Hierarchy: Deep performance attribution down to security or custom groupings.
Gross/Net of Fees Performance: Tracks and reports both gross and net of management/performance fees.
Money-Weighted Returns Calculation: Calculates internal rate of return (IRR), useful for private assets and illiquid investments.
Multi-Currency Performance: Decomposition of returns by currency source and FX effects.
Number of Attribution Models Supported: Total different performance attribution methodologies available.
Peer Group Comparison: Compares performance versus peer portfolios or funds.
Performance Reporting Speed: Speed to generate full performance reports.
Time-Weighted Returns Calculation: Support for GIPS-compliant time-weighted return methodologies.

Portfolio Construction & Optimization

Features enabling creation, rebalancing, and optimization of portfolios and strategies.

Automated Rebalancing: System can automatically generate or recommend rebalance trades.
Constraint Management: Ability to set and handle investment constraints such as ESG, liquidity, or regulatory limits.
Customizable Investment Rules: User can define portfolio rules for construction and performance monitoring.
Model Portfolio Capabilities: Creation and management of model portfolios for strategy replication and comparison.
Multi-period Optimization: Supports optimization and planning over multiple periods/horizons.
Optimization Algorithms: Availability of mean-variance, risk parity, Black-Litterman, and other optimization techniques.
Optimization Speed: Speed to run a portfolio optimization calculation.
Scenario Analysis: Ability to test portfolio impacts of macro and microeconomic scenarios.
Strategic and Tactical Asset Allocation Tools: Enables both long-term (strategic) and short-term (tactical) allocation modeling.
Transaction Cost Modeling: Includes modeling and minimizing transaction costs during optimization.

Regulatory and Compliance Tools

Features that help users comply with regulatory requirements and internal policies.

Audit Trail & Logging: System logs all changes, access, and decision processes.
Compliance Check Speed: Speed to evaluate and confirm compliance per proposed trade.
Compliance Rule Library Size: Total number of built-in regulatory rule templates.
Exception Management Workflow: Manages override, approvals and follow-up for breaches.
Insider Trading Surveillance: Helps identify trades that may breach insider trading rules.
Post-Trade Surveillance: Continuous monitoring for breaches and exceptions post-execution.
Pre-Trade Compliance Checks: Automated checks to prevent violations of investment guidelines.
Regulatory Reporting Suite: Automated production of statutory and regulatory filings.
Restricted List Monitoring: Manages security or issuer restrictions due to regulation or policy.
Rule-Based Controls Configuration: Users can easily implement new rules and regulatory changes.

Reporting & Client Communication

Capabilities for generating, customizing, and distributing investment and regulatory reports.

Client Portal Access: Clients can log in and securely view their portfolio reports.
Custom Report Builder: Allows users to design and generate bespoke reports.
Data Export Options: Export reporting data in CSV, PDF, XLSX, JSON and more.
Document Management System: Stores and organizes reports, commentary, and client communications.
Interactive Dashboards for Clients: Visualizations and interactive dashboards for client review.
Multi-language Reporting: Ability to produce reports in multiple languages for global clients.
Real-time Access to Reports: Clients and users can access up-to-date reports without delay.
Report Generation Speed: Amount of time to generate a standard report set.
Scheduled and Automated Report Distribution: Automates report sending to clients, regulators, or internal teams.
White-label Branding: Branding customization for client-facing materials.

Risk Management and Analytics

Comprehensive capabilities for risk calculation, monitoring, and reporting.

Counterparty and Credit Risk Monitoring: Tools to assess exposures and risk to trading counterparties.
Coverage of Risk Models: Number of risk models/frameworks available in-system.
Factor-Based Risk Analysis: Analyses portfolio exposures to key underlying factors (e.g., style, macro, sector).
Limit Monitoring and Alerts: Ability to define and monitor risk limits, with real-time alerting.
Liquidity Risk Assessment: Tooling to identify and monitor liquidity risk at instrument and portfolio level.
Portfolio Risk Attribution: Details the sources of risk contribution in the portfolio.
Scenario Calculation Speed: Time taken to run a risk scenario on the full portfolio.
Sensitivity Analysis (Greeks): Support for option sensitivity analysis (delta, gamma, vega, etc.).
Stress Testing: Facilities to run stress scenarios and shocks (historical or custom).
Value-at-Risk (VaR) Calculation: Implementation of VaR and other tail-risk measurements.

Security & Infrastructure

Technical features that ensure system, data security, and robust, scalable operations.

Audit Logs and Forensics: Comprehensive, tamper-evident logging for forensics and compliance.
Cloud/On-Prem Deployment Options: Ability to deploy platform on cloud, on-premises, or hybrid environments.
Data Encryption at Rest: All at-rest data is encrypted using industry standards.
Data Encryption in Transit: All data transmitted between components or users is encrypted (e.g., TLS/SSL).
Disaster Recovery and Business Continuity: Robust DR/BCP processes with regular backup and failover testing.
Granular Permission Controls: Fine-grained controls at user, group, and data levels.
Maximum Concurrent Users Supported: Upper cap on number of simultaneous users.
Multi-factor Authentication: Supports MFA for increased system and data security.
Penetration Testing and Vulnerability Management: Regular, independent pen testing and active vulnerability patching.
System Availability SLA: Guaranteed system uptime via SLA.

Support, Training & Documentation

Level and availability of customer service, user training, and documentation resources.

24/7 Support Availability: Round-the-clock live support via chat, email or phone.
Average Support Response Time: Mean time to first response from support team.
Comprehensive API Documentation: API reference, code samples and use-case examples.
Contextual Help and Guided Tutorials: Inline instructions, tooltips, and guided walkthroughs.
Dedicated Account Manager: Dedicated point of contact for relationship management.
Documentation Language Support: Number of languages documentation is published in.
Onboarding and Implementation Services: Expert support throughout initial onboarding and configuration.
Online User Community: Access to a user forum or community for best practices and troubleshooting.
User Satisfaction Score: Average user/customer satisfaction rating.
User Training Programs: Formal, regular user training sessions (live or recorded).

User Access, Workflow & Collaboration

Tools for user/managing permissions, supporting workflows and facilitating team collaboration.

Approval Workflows: Enforces multi-stage sign-off processes for proposed actions.
Audit and Activity Monitoring: Tracks all user and system activity for monitoring and compliance.
Concurrent User Limit: Number of users that can access the system simultaneously.
Custom Workflow Templates: Templates for commonly used workflow processes.
Customizable Dashboards: Personalized dashboards for users or teams.
Multi-user Collaboration: Allows multiple users to view, comment, or edit portfolios and strategies.
Role-based Access Control: Supports different user roles and granular permissions.
Task Assignment and Workflow Automation: Assign workflow tasks and automate routine steps (e.g. approval, review).
Team Chat and Notifications: Built-in messaging and alerting for collaboration on portfolios and trades.
User Provisioning Speed: Time needed to provision or deprovision a user account.

Features in Multi-Asset Strategy Platforms

for Investment Strategy & Asset Allocation