Advanced Portfolio Analytics

Merlin Reporting

  • Award-winning technology platform
  • Multi-currency native
  • Multi-asset class capable
  • Multi-prime capable—Proprietary data aggregation suite that facilitates multi-prime reconciliation and reporting
  • Full access to all transaction and tax lot level data
  • "Daily Exact" instead of modified dietz performance calculations.
    • Increases accuracy of performance data and ensures that all numbers tie every day
    • Allows for accurate handling of capital flows intra-month
  • Trades stored at the tax-lot level
    • Increases accuracy and allows for bucketing of data
  • Transaction level trade tagging for enhanced performance tracking
    • Integrates with trade tagging from leading OMS providers
  • Exposure over time reports—show Beta and Delta adjusted exposure of portfolio every day, not just at the end of the month
  • Same day reporting—no overnight batch reports
  • Fully integrated “Real Time” Trade Management System. Allowing for automatic trade allocations and logging of away trades.

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