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PARS
PARS software was developed in response to the global need for increased transparency for investment management professionals. Developed and used successfully in-house by an investment organization, the software combines an expanded level of position aggregation with enhanced reporting capabilities. PARS allows risk managers to extract more value from position level transparency and thus is a valuable tool in portfolio management process.
Overview
Transparency Allows analysts to extract gain more value from position level transparency Interconnectivity Aggregates data from a variety of sources, including prime brokers, administrators, data vendors, pricing services Scalability Can expand with changes mandated by market conditions and user demands
System Components
Prime Broker 1 Prime Broker 2 Prime Broker 3...
NEW YORK 800 Third Avenue New York, NY 10022 T (212) 207-8786 F (212) 207-8785
Database
Pricing Services
Limit Reports
Equity
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50 140 120 100 30 80 60 40 10 20 0 Apr-09 M ay-09 Jun-09 Jul-09 Aug-09 Sep-09 Oct -09 Nov-09 0
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Position Date 2009-04-30 2009-05-29 2009-06-29 2009-07-31 2009-08-31 2009-09-30 2009-10-27 MV Long 26,584,258 26,485,250 24,658,024 22,652,001 19,258,140 16,320,259 17,658,156 MV Short -16,854,158 -22,571,015 -22,845,596 -26,847,630 -26,954,107 -27,540,017 -27,658,014 MV Net 24,575,266 25,574,632 22,657,577 24,051,057 25,980,014 28,650,493 26,547,065
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The Position Aggregation and Reporting System was developed as a property of Asset Alliance Corporation. Please contact Tom Spouse or Maria Shtrapenina for more information.