Insights

Managing Margin (Part 2) – Drowning in Data, Sinking in the Support Effort

Those responsible for maintaining a margin system often feel that they are drowning in data management issues. In part two of this series we discuss ways to make margin calculations far more efficient and meet the firm’s need for answers in real-time.

January 19, 2021
Case Study: Tabula Investment Management

CASE STUDY: Tabula Investment Management

Innovative fund manager, Tabula Investment Management, implements the Imagine platform in under three months to launch new and manage existing fixed income ETFs.

January 11, 2021

WEBINAR: AIMA APAC Fund Manager Briefing

In this session, we will explore the topic of Hedge Fund compliance and explain how hedge fund managers can ensure complete compliance with regulations while achieving full optimization of their portfolios.

January 7, 2021

Managing Margin (Part I) – Five Key Challenges from a System-Wide View

Computing, optimizing and monitoring real-time margin requirements across a multitude of instruments and customer accounts is a Herculean task. In this article, Imagine discusses the key challenges in this arena and will dive deeper into the specifics of solving its challenges.

December 7, 2020
Asset Class

US Fintech Adds Structured Products to Asset Class Coverage

Global cloud-based portfolio, risk and margin solutions provider Imagine Software has announced the expansion of its asset class offering to structured product issuers and traders.

November 19, 2020
Structured Products

Imagine Software Expands Asset-Class Coverage and Delivers Cloud-Based Solution for Structured Products

New models and workflows support structured products combined with cost and operational efficiencies of Imagine’s cloud-based solution.

November 16, 2020
Altair and Imagine Software

ALTAIR PANOPTICON™ & IMAGINE – A Compelling Combination

Steven Harrison, President of Imagine Software, and Bruce Zulu, Director of Technical Support Services for the Business Intelligence division at Panopticon’s parent company, Altair, explain the collaboration and how it benefits clients.

November 9, 2020

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.

October 16, 2020
When the market flips its lid, what does it mean for LDI?

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.

October 12, 2020
Thinking about building a volatility surface? Think again.

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.

September 14, 2020
TradingScreen

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.

August 12, 2020
Panopticon

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.

August 3, 2020
The lognormal bridge

The Lognormal Bridge

This note discusses the use of a “lognormal bridge” to estimate interest rate statistics and to calculate HVAR.

July 20, 2020
Calculating Risk

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?

July 13, 2020
Volatility Ahead

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.

June 15, 2020

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.

May 8, 2020
Tora & Imagine Software

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.

May 5, 2020

Past Rolling Hills to Smoother Pastures

How to eliminate the distortion effect of rolling futures contracts on continuity time series returns.

April 27, 2020

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.

April 10, 2020

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.

March 18, 2020

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