Most portfolios contain multiple classes of assets, such as some bonds, some equity, and some commodities. Because of this, the frequency of data processing is not the same for all assets, since some give daily prices, while others only give monthly prices. Most Systems cannot handle multi-frequency data, as they either artificially smooth out monthly prices into a daily time series, or they discard valuable information in order to change daily prices into monthly prices. However, HedgeSPA’s platform is able to analyze prices of several frequencies: it processes all these data separately and precisely and adds them to an existing portfolio.
HedgeSPA allows investment managers to get the most accurate data and provide better client service by its native multi-asset, multi-frequency handling. The system enables full native multi-asset and multi-frequency support with customized instruments and allows our clients to rest at ease knowing the system they are using is not throwing away important information or artificially inflating or deflating prices.