QARI is a comprehensive, cloud-based platform that provides fixed income professionals with a powerful suite of tools for:
- In-Depth Risk Analysis
- Portfolio Optimization
- Trading Strategy Development & Testing
- Real-Time P&L and Risk Monitoring
Key Features:
A. Benchmark Tracking: Stay Ahead of the Curve with Precision Benchmark Tracking.
- Analyze your portfolio’s performance against any benchmark with granular detail.
- Manage benchmark drift alongside alpha capture.
- Track upcoming redemptions and new issuances.
B. P&L Attribution: Effective management invariably begins with effective measurement.
- Pre-built attribution models cover almost all use cases with minimal customization.
- Ask for custom built attribution models.
C. Trade Search: Custom surveillance for all markets at all times.
- Be it yield capture or relative value – QARI helps you find what you are looking for.
- Discover mean-reverting spreads and identify the ideal hedges for your portfolio. QARI’s advanced trade search algorithms help you uncover hidden opportunities while staying within your mandate.
D. Portfolio Optimization and Scenario Analysis:
QARI’s scenario analysis tools enable you to stress test your portfolio against a wide range of yield curve shifts, volatility shocks, and other market events. Identify residual risks and optimize your portfolio’s composition to withstand any scenario.
E. Liquidity and Markup: Gain a Clear Picture of Liquidity and Determine Accurate Markups.
QARI provides high-precision liquidity metrics, allowing you to assess the true market depth and liquidity risk of every security in your portfolio. QARI accurately determine markups for outright or spread trades.
F. Risk Attribution: Understand the Drivers of Your Risk and P&L with Granular Attribution.
Attribute your P&L and risk to a variety of pre-built risk models, or create your own custom attribution models. QARI provides deep insights into the factors driving your portfolio’s performance, enabling you to learn from your own P&L performance.
G. Relative Value: Master Relative Value Analysis with QARI’s Powerful Tools.
Unlock the full potential of relative value trading with QARI’s detailed insights into trade development and scenario analysis. Identify mispriced securities over specific horizons, develop robust trading strategies, and capitalize on market inefficiencies.