Analytics

The DiFi Data Management Platform (DMP) provides a suite of integrated analytics and broad support for 3rd-party integrations to common analytical software.

Core Analytics

Core analytics available directly from the platform via API, data feed, and integrated in reports or extracts. All analytics are configurable and customizable to suit users' specific requirements.

Performance Returns

One of the most important criteria for judging the value of an investment is the Return on Investment. DiFi’s calculation engine provides flexible sets of Time-Weighted rates of returns for each individual investment along with performance returns on groups and hierarchies of portfolios taken together.

Return on Investment

The DiFi calculation engine helps the users understand investment returns compared to risk on individual investments or groups and hierarchies of portfolios.

Value At Risk

The DiFi calculation engine provides the user with a general measure of risk by providing them the (VaR) predicted worst-case loss for a specified confidence level over a specified period of time.

Systemic Risk

The DiFi calculation engine helps the user understand the volatility of their investments, that is, the systemic risk of the securities they are holding compared to the market as a whole.

Integration & 3rd-Party Analytics

The DMP provides support for Analysts, Quants, Data Scientists, and Application Developers to integrate analytics and underlying data into external tools such as Excel, Tableau, R, and Jupyter, as well as proprietary software. In addition to pre-calculated analytics, the DMP provides the key underlying data for advanced analytics and modeling.

Benchmarks and Indices

Benchmarks and indices give the investor the means to do comparisons and measure against goals. DiFi captures benchmark/index returns as well as the benchmark/index components. This allows a greater level of detail supporting the asset allocation lifecycle.

Tax Lots and Cost Basis

It is important to see both the total position for each instrument as well as each of the various purchases (tax lots) that together comprise the position. Understanding which tax lot might be sold (and when) in order to optimize tax liability is an absolute necessity.

Reference Data

Research involved comparing and weighing the parameters of various investments. Reference data gives us the means to do the apples-to-apples comparisons needed in order to evaluate various instruments and investments. Reference data includes:

  • Ratings
  • Pricing
  • Corporate Actions
  • FX Rates

Historical Data

There are a number of cases where we need to see all of our transactional data back for a number of years. In many cases, DiFi can capture a rich history of transactions and valuations over time. Further, all data in the DiFi infrastructure is kept indefinitely for ongoing analysis.