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Commodity Trading Advisors
HedgeFacts provides a true turn-key solution for a Commodity Trading Advisor who
manages a segregated managed account program or a Commodity Pool (or both). HedgeFacts
manages all parts of a CTA’s post trade workflow from trade capture and allocation
to investor monthly report and risk reporting. HedgeFacts supports nominal (notional)
funding of accounts, composite program performance tracking, a wide variety of fee
arrangements, and industry standard reporting formats (e.g., 13-column reports).
Using HedgeFacts, a CTA can easily manage hundreds of separate accounts, multiple
programs, and several funds (pools).
HedgeFacts is a hosted solution which allows clients to use HedgeFacts for monitoring
software performance and maintenance, database backup, and ensuring a seamless capture
of all clearing firm data, providing a more robust infrastructure for your CTA firm.
HedgeFacts key capabilities are:
Data capture, Reconciliation, and Block Order allocation
- Automated dual trade capture data model with imports of both prime broker electronic
data and manager trade blotters
- Block order allocations using industry standard methods such as high-low and average
price. Automated pro-rata or fixed allocation quantities with the ability to handle
both residuals and partial fills
- Reconciliation of trades, positions, profit/loss, and commissions, viewable on the
screen or as scheduled PDF reports
P&L reporting, Strategy Tracking, Performance Schedules, and Financial Reports
- Daily profit and loss by account, program (composite), fund/CPO, fund investor,
or advisor (for multi-trader funds)
- Daily profit and loss by trading instrument and sector
- Trading Attribute or Strategy level performance reporting which allows tracking
trading strategy/system performance independent of account performance
- A monthly account reconciliation process prior to generating monthly performance
- Dozens of daily performance and activity reports including daily cash transactions
- Monthly performance schedules including 13-Column reports, fee invoices, and one
page monthly performance summaries with commentary and strategy description
- Reports providing requisite information for both a Schedule of Investments and Disclosure
of Derivatives Instruments and Hedging Activities
- Key financial statements for funds including Trial Balance, Income Statement, Balance
Sheet, Statement of Cash Flows, and Statement of Changes
Risk, Statistical Analysis, and Transparency
- Statistical performance, including all key ratios (Sharpe, Sortino, Drawdown, etc.)
and graphs (VAMI, rolling returns, distribution of returns, etc.)
- Transparency reports allowing fund investors to see through into pro-rata position
exposure
- Key risk metrics including Value-at-Risk, margin to equity, gross notional exposure
- Decomposition of risk by sector and position on a diversified and undiversified
basis
- Intra-day P&L and risk by account, advisor, or composite
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