Thanks to the integrated and flexible nature of our financial software solutions, they can be tailored to your industry and business needs, which means you only need one system for investment management– Sigma .
SoftCapital’s portfolio management software gives you real-time investment management analytics and data to help improve decision making. From front to back, our product portfolio delivers the resources you need to manage and optimize your investment performance and increase your operational agility.
Calculations
The ability to calculate – and especially calculate very fast is an essential part of Sigma. Several instruments like options and futures, has no meaning unless value are added in form of calculated numbers that give meaning and find the opportunities. Sigma contains all the relevant formulas needed to calculate the correct theoretical price of a given financial instrument.
Theoretical pricing
When it comes to pricing of financial instruments, only highly-skilled numerical specialists, such as those working at SoftCapital, have sufficient understanding of this science. In Sigma all this knowledge has been incorporated into the system. The system comprises a wide range of models, from the simple formulae of Black & Scholes to advanced mutlivariate models and specialized models for certain options. You will automatically receive all possible risk values together with the theoretical prices, and all calculations are carried out at a speed that surprises even the most demanding user. The system is build to handle massive updates from electronic markets; the calculations are done in a separate thread which means that even if the system is processing at full range simulation of a global portfolio; you will still be able to trade at full speed.
Properties like yield curves and volatility assumptions is forwarded to all clients in real time, if a user has the right to change this property. It is quite normal that different departments have different assumptions about yield and volatility, hence an unlimited amount for the same currency or underlying asset can be created. The Yield curves are automatically maintained from an information source like SSL as a timed request. Sigma support also all known rate models and time conventions. Some calculations can be run off the server, for instance basket- and arbitrage calculations. this approach is taken since no local user settings will change the result of the calculation.