The web-based AlphaEngine® software allows any investor to research a broad range of investment strategies for any asset class. It can be used by:
• Pension funds and insurance companies
• Endowments and foundations
• Central banks
• Hedge funds and asset managers
• Investment bank research staff or proprietary traders
• Fund-of-funds (plain vanilla or hedge fund)
• High net worth investors
AlphaEngine® allows clients to model their static portfolio structure, including allocations to external managers, and then make the portfolio dynamic through the inclusion of intelligent strategies. The strategies that can be tested (very quickly and easily) include:
• Rebalancing (monthly, quarterly, range based, etc.)
• More intelligent rebalancing/asset allocation strategies within rebalancing bands
• Analysis of currency hedging decisions
• Style allocation strategies within asset classes
• External manager allocation strategies for pension funds or fund-of-funds
• Relative value strategies
Clients are empowered to conduct
detailed analyses of all investment decisions, through a user-friendly
web interface, regardless of quantitative or programming skills.
Analyses are completed in no more than a few minutes.
AlphaEngine® serves two purposes- as an extremely
efficient portfolio management software, but more importantly,
it allows for transparency and good governance through the
implementation of a better investment process. It allows clients
to test any investment idea that they may wish to implement
to manage their portfolios more effectively, across a broad
range of objectives. This is done through the creation of
simple investment rules. These rules can be tested at a micro
level (e.g. large cap versus small cap stocks) and, more importantly
as one decision in a total portfolio. This ability to see
the impact of all decisions on the total portfolio allows
for better governance and risk management. The evaluation
of the efficacy of rules is done using a backtesting approach,
these models are then tracked to provide current recommendations,
thus positioning the asset allocation to best suit current
market conditions.
Download AlphaEngine® brochure Click here
Software Technology
Delivered as an ASP service, AlphaEngine® facilitates asset allocation and all investment management decisions necessary for portfolio management. It allows users to evaluate investment strategies across multiple dimensions. These strategies can then be used in portfolio construction, thereby allowing for comprehensive oversight, innovation and risk management of the portfolio. In addition, database functionality allows users to easily access and manage data from different sources (public, internal/proprietary, etc.) and facilitates the use of this data seamlessly within the technology.
Hardware Deployment
Hardware deployed to deliver AlphaEngine® platform is co-located at the "Global Network Services". This company provides a world class data center. Refer to http://www.globalnetsvcs.com for company details. Mcube has taken the following steps to ensure maximum security, performance and uptime.
• Security: The Mcube production network is configured as a Virtual Local Area Network. The VLAN is secured by Cisco firewalls configured in a fail over cluster.
• Redundancy: The Mcube network provides redundancy with firewalls, switches, load balancers, application servers and authentication servers.
• Performance: Load balancers and other optimizers enable us to optimize system resources and significantly improve performance.
• Monitoring: Every unit in the Mcube production network is monitored on a 24*7 basis for performance, failure and intrusion. Corrective action is immediate.
• Backups: Our elaborate backup strategy includes regular onsite and offsite backups.
The Mcube production network is configured, monitored and maintained by GNS (Global Network Services). Refer to http://www.globalnetsvcs.com for further details.