The Imagine Marketplace

Multivariate Beta Integrator

Scouras Consulting

MVB Integrator, for enhanced Multivariate Beta functionality

MVB Integrator provides for easy integration of the output from the Multi-Factor Regression into your portfolio views.

With MVB Integrator, you'll be able to:

  • Easily create ad-hoc multivariate beta factor scenarios to keep current with market conditions
  • Analyze the impact of including or removing beta factors on your realtime portfolio valuations
  • Automate beta scenario integration to eliminate error-prone manual extract processes

 

Scouras Consulting, a technology firm focused on providing software solutions to the financial services industry, worked closely with a major Imagine client, one of the leading global financial services companies in North America, to create this Multivariate Beta Integrator app in just a few weeks. A key process that previously took hours to complete (and as a result was executed on a bi-monthly basis) can be run every single day in a matter of minutes. The output is included in the fund’s daily front office reports.

Click here for more details on using this app. For information on pricing and support policies, please visit Scouras's pricing and support pages.

Headquartered in New York, Scouras Consulting draws on more than 20 years of experience developing IT solutions for major financial institutions including Citi, Barclays and Lehman Brothers. Specific areas of focus include derivatives and cross-asset applications.

As an IFP (Imagine Financial Platform) partner, Scouras routinely works with current and prospective Imagine clients—from small startups to large investment banks—to design and deliver bespoke apps that help users leverage, customize, and extend the Imagine Trading System on the desktop and web, as well as to mobile devices. 

Scouras also develops proprietary apps featured on the Imagine Marketplace. Contact Scouras Consulting.