Multi-Asset Management Platform
Market Data Ingestion
A unified multi-source market data ingestion framework covering equities, futures, options, funds, and bonds — with real-time subscription, data cleansing, compression, and storage at microsecond-level latency and millions of messages per second throughput. All data is normalized to a unified schema, providing a consistent, trusted data source for risk monitoring, trade analysis, and asset valuation.
See also:
Position Data Ingestion
Multi-channel position and cash data synchronization via batch import, incremental sync, and real-time streaming — keeping multi-asset, multi-account positions current at all times. Position data is automatically mapped to a unified account hierarchy with flexible aggregation by portfolio, strategy, and trader, providing the data foundation for cross-asset position monitoring, look-through risk management, and accurate valuation.
Equity Position Analytics
Real-time and batch computation of core equity position metrics — market value, unrealized P&L, risk exposure, sector and style attribution, benchmark weight deviation, and transaction cost analysis. Handles large-scale portfolios of tens of thousands of accounts and millions of position records in seconds, with flexible custom metric configuration to support quantitative stock selection, active management, and asset allocation strategies.
Futures Position Analytics
Real-time computation of key futures metrics for hedging and speculative trading — tick-level mark-to-market, basis analysis, margin utilization, maintenance margin ratio, account risk ratio, and forced liquidation warning thresholds. Supports cross-contract, cross-instrument, and cross-account position aggregation and look-through analysis, with flexible configuration of margin rules and risk parameters by futures broker. Extensible to options Greeks — Delta, Gamma, Vega, and Theta — for comprehensive derivatives portfolio risk management.
Independent Risk Monitoring
An independent risk control layer for multi-asset management — monitoring position risk, trading behavior, and market anomalies in parallel without impacting the execution path. Computes portfolio risk metrics (VaR, stress testing, concentration) in real time, detects limit breaches (position, trading, and leverage limits), and flags anomalous patterns including excessive trading, large deviations, and potential wash trading.
A configurable rules engine supports tiered alerts and circuit breakers, with differentiated risk control parameters across asset management, prop trading, and brokerage business lines — comprehensive risk coverage without sacrificing execution speed.