Enterprise Database Design

Capture, organize and analyze your investment data holistically using our pre-designed investment data warehouse.

Our enterprise-wide database solution covers virtually all processing, recordkeeping, reporting and research needs for buy-side or sell-side firms. The database is designed to be a platform for exchanging data between in-house systems and third-party data vendors and to support enterprise reporting. Our unique and innovative design allows users to easily import data from third-party data vendors or from their own accounting, portfolio management or trading systems.

• All asset classes are covered including equity, bonds, currencies, swap, options, futures, forwards and commodities with multi-currency support.

• Stores full representation of fixed-income terms and conditions (bond schedules, floating rate benchmarks, etc...) supporting comprehensive fixed-income analytics on a full universe of bonds

• Over 20 years of hands-on systems experience with many major investment firms have gone into its unique and innovative design.

• The database offers the unique ability to maintain a history of different states for the same security over time.

• Able to store millions of tax-lots and handle 1000s of transactions daily. Used by some of the largest global investment firms.

Available as a standalone system or as a fully integrated solution with InvestSoft's other modules.

All asset classes are covered including equities, fixed-income, derivatives, currencies, swaps, options, futures and commodities. This includes complete multi-currency support. Other features include tracking all securities issued by an issuer, multiple security identification, unlimited categorization of securities and positions, multiple ratings and rating changes and complete fixed-income and derivative data is maintained. Stores full representation of fixed-income terms and conditions (bond schedules, floating rate benchmarks, etc...) supporting comprehensive fixed-income analytics on a full universe of bonds

Portfolio and Fund Positions
The database maintains account and fund position data on a security holding basis and on a tax-lot basis. Position history is maintained along with the ability to maintain account and fund summary statistics. Portfolio position and tax-lot data is maintained to support specialized portfolio reporting, GAAP accrual accounting and tax reporting. Portfolio or account balances by month and year-to-date on the security and portfolio level are stored for as long as the user desires.

Trading and Order Management
The database supports order tracking from portfolio manager model creation thru order processing and account allocations. Users can support trader in-boxes across global trading desks, create specific order routing rules for execution venues, slice orders, and support pre-trade compliance validation and control. Complete reporting on orders and trades is available.

Market Prices
Prices, yields and exchange rates are stored at any frequency including tic by tic, daily, weekly, or monthly. Pricing history is maintained as long as desired. Users may store multiple prices for the same security on the same day, for any time period and for different sources. Bid, ask, market open, market close and VWAP prices for the same security are stored.

Market and User Defined Statistics
Virtually any market statistic may be stored. Store alphas, betas, volatilities, and moving average prices for equities. Store durations, convexities, credit spreads, option adjusted spreads or yield curves for fixed income. Statistics can be associated with individual securities, and security categories. Company and issuer financial data is also stored.

Corporate Actions
A complete set of corporate action data may be stored. This includes stock splits, cash and stock dividends, mergers, acquisitions, calls, mortgage pass-thru payments, interest payments, expirations, etc. Pending and applied corporation status is maintained. Users may store corporate actions from multiple sources for comparison and validation purposes.

Portfolio Performance
Performance may be stored by security, by security category, or portfolio or fund on a daily, weekly or monthly basis. Both time-weighted and dollar-weighted returns are stored both before and after fees. Historical performance is maintained.

Reference Data
A complete set of reference data is available. This includes client and fund descriptive and processing data, issuer data, footnote data, broker and counter-party data, exchange data, holiday data by country and market, and other reference data needed to support reporting, interfacing with other systems and data entry for new applications.


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