Enhance Hedge Fund Investment Process & Research

We help hedge funds incorporate proven, state-of-the-art technological innovations to their investment process.

We work with successful hedge funds of various types and sizes to develop new as well as enhance and re-engineer current investment process and research. This includes; (1) Investment Process, Strategies & Research, (2) Portfolio Management & Risk Management Systems, and (3) Legacy Microsoft Excel/Access/VBA Macros.

Investment Process, Strategies & Research

Our team of technologists work directly with investment managers and their teams to construct, validate, back-test, and incorporate financial models into their current and new proprietary investment strategies.

We have experience in developing highly complex pricing and risk models for all major asset classes, including equities, commodities, fixed income, credit derivatives and FX. We specialize in multi-asset and multi-currency portfolios.

We have broad experience in using the latest statistical programming languages like Python and R, plus toolkits to analyze large, complex datasets.

Portfolio Management & Risk Management Systems

Our team of experienced software and data engineers, along with data scientists will develop, enhance or re-engineer your proprietary portfolio management and risk management systems.

Some typical enhancements include;

  1. Real-time P&L, NAV, VAR view by portfolio, baskets, sectors, asset class, geography, and other attributes.
  2. Support for multi-asset (equities, commodities, and FX), and multi-currency portfolios.
  3. Support for all three VAR calculations, including Historical method, Variance-Covariance method, and Monte Carlo simulation.
  4. Flexible what-if scenario calculations and analysis.
  5. Support for desktop, email, SMS, and other types of alerts.
  6. Seamless, one-click report generation and distribution to predefine decision makers.
  7. Integration with a multitude of broker-dealer trading APIs, market data sources, and charting APIs.
  8. Seamless integration with industry-leading middle and back office systems.
 

Legacy Microsoft Excel/Access/VBA Macros

At Cognivo, we work with successful hedge funds that are outgrowing their current front, middle and back office systems. We have extensive experience in migrating legacy systems, often based on Microsoft Excel/ Access/VBA, into more robust, faster, reliable, and scalable systems using the latest programming languages, APIs and cloud (Microsoft Azure) technologies.

We have broad experience in using statistical programming languages (Python, R) and toolkits to analyze large, complex datasets. We have technical expertise in optimizing data collection, database design, data mining, data modeling, and data analysis.

Our financial technology specialists work in small, agile teams, applying our unique blend of lean startup methodology and agile development principles. This allows us to deliver high throughput, low latency, and highly scalable technology solutions, tailored to the hedge fund’s exact needs.