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How a Stressful Election Could Stress Your Portfolios
Most market observers agree that the many uncertainties swirling around the US Presidential election are likely to generate volatility in the US equity market that could last well beyond November 3rd.
When the Market Flips its Lid, What Does it Mean for LDI?
An area of investment management that is particularly exposed to changes in interest rates (nominal and real) is the world of Liability-driven Investing (LDI). This eBook provides an overview of the concept, and then dives into the key questions regarding risk management for liability-driven investing and provides technology tips.
Thinking about Building a Volatility Surface? Think Again
At first glance, constructing a volatility surface looks like a straightforward exercise – a closer look reveals there is a great deal more to consider.
Buy-side boost as TradingScreen and Imagine Software enhance partnership
TradingScreen Inc (TS), the all asset class execution and order management system (EOMS), and Imagine Software, leading provider of portfolio and risk management solutions, have enhanced their long-standing partnership to deliver a full front-to-back office trading solution to the buy-side.
Imagine Software embeds Panopticon: Delivering Business Intelligence and optimized data visualizations
Imagine Software is the leading provider of real-time portfolio, risk management, and regulatory solutions for global financial services firms. Its clients include many of the largest banks, asset managers, hedge funds, and institutional trading firms in the world.
The Lognormal Bridge
This note discusses the use of a “lognormal bridge” to estimate interest rate statistics and to calculate HVAR.
Calculating Risk Under Market Uncertainty:
There is No Right Answer
When newcomers to the field of quantitative finance are assigned the task of writing up an analysis, they will often show numbers using five, six or even more digits to the right of the decimal point. This may be driven by the part of the brain that craves precision and exactness. Given the unstable nature of financial data, does that mean it is a fool’s errand to try to estimate risk?
Risk Monitoring Through Turbulent Markets
Markets change frequently and often erratically, presenting risk managers, asset managers, and investors with enormous uncertainty. Given the market volatility in recent months, it is especially important to monitor real-time risks and to test a portfolio’s resilience under future possible market fluctuations.
Imagine’s Response to Negative Oil Prices
It was a historic moment to be remembered when crude oil plunged into negative price territory on Monday 20th April 2020. Imagine’s Data, Technical, Development and Professional Services teams stood ready to assist users in ensuring they continued to correctly calculate risk metrics across commodity trading books. While negative prices are not a new thing in financial markets, it was the first time for crude oil to exhibit such behaviour. Standard pricing models (Black Scholes) for commodity future options are not designed to handle negative underlying prices. As such, Imagine applied an ‘early roll’ of the front month contract of May crude to the June expiry as the negative settle price was confirmed.
Imagine Partners with Tora to Create Best-in-Class Global Trading Platform
TORA, provider of the industry’s most advanced cloud-based and leading order and execution management system (OEMS), has today announced a partnership with premier risk & compliance platform provider, Imagine Software to create the finest front-to-back end trading solution for hedge funds & asset managers.
Past Rolling Hills to Smoother Pastures
How to eliminate the distortion effect of rolling futures contracts on continuity time series returns.
Imagine World Wide Offices Go Virtual
Our offices are connected – from New York to London, Hong Kong, Sydney and Cleveland – and our team and corporate meetings continue so we can bring the best of our company to you by working hard to keep clients and data feeds secure and running smoothly.
Imagine Software’s Pandemic Plan for COVID-19
The health and safety of our communities including our employees, clients and partners are of critical importance to us. Imagine Software has taken proactive steps to protect employees during the outbreak. It is the goal of Imagine Software during any such time period to strive to operate effectively, ensure that all essential services are continuously provided and that employees are safe within the workplace.
Hedgeweek voted Imagine as the “Best Risk Management Software Firm”
The readers of Hedgeweek voted Imagine as the “Best Risk Management Software Firm” for the second consecutive year at the 8th annual awards ceremony held in New York City.
Imagining the Impact of a Hard Landing in China
As China confronts numerous internal and external challenges from slowing economic growth, disruption in Hong Kong and a volatile trade conflict with the United States, it may be prudent to assess and understand the risk a hard landing for the Chinese economy may pose to your portfolio.
FIA 2019 Expo in Chicago – Booth 1008
Imagine is exhibiting at the 35th FIA Expo. Our team will be demonstrating the Real-Time Risk & Compliance (RRC) solution, our Margin Engine that enables users to computer their own margin – and a host of advanced risk management tools. Build an app with us in booth 1008.
Imagine Wins Asia Risk Award for Best Buy-Side Market Risk Management Product
The Asia Risk awards are the longest-running and most prestigious awards for firms and individuals involved in Asia's derivatives markets and in risk management.
Pricing Rainbow Options
Responding to growing client interest, this post highlights the use of Imagine’s Monte Carlo Generator to price multi-asset best-of/worst-of options (aka Rainbow Options).
Imagine Wins for Best Portfolio Analytics System in 2019 Bobsguide Awards
Imagine took top honors for “Best Portfolio Analytics System” in the Bobsguide Technology Awards 2019.
Imagine Wins WatersTech Sell-Side Award for Best Analytics
Data is the new oil, according to Waters Technology, and the lifeblood of any sell-side firm. "Enter Imagine, which wins this year's Sell-Side Technology Award in the analytics category for it's Real-Time Risk & Compliance (RRC) product, " writes James Rundle on waterstechnology.com.
Imagine Wins for Best Sell-Side Analytics Product
Imagine took top honors for “Best-Sell Side Analytics Product” in the Waters Technology Sell-Side Awards, announced in London on April 11, 2019.
Imagine Best Risk Management Software Developer
Acquisition International magazine announced Imagine’s win for “Best Risk Management Software Developer” in the 2019 Hedge Fund Awards.