TS Imagine Wins for Best Portfolio Analytics System in 2019 Bobsguide Awards
TS Imagine took top honors for “Best Portfolio Analytics System” in the Bobsguide Technology Awards 2019. The Bobsguide award are designed to celebrate successful financial market partnerships, the strength of individual technology developments, their impact on the client experience, and how the system stands out in the marketplace.
Michael McCaw, the Editor of Bobsguide, said: “This year’s awards featured a substantial number of outstanding technology systems, each offering unique and forward-looking options for market participants. TS Imagine received excellent feedback from the market, showing just how committed the team is to driving their product offering forward.” He added that: “Several rounds of assessment were carried out by the judging panel including user and market engagement.”
HVaR, By Dr Lance Smith, Chief Strategy Officer, TS Imagine Historical VaR (HVaR) has become a standard measurement of risk, in which a current portfolio is subjected to the market conditions of a prior day and the resulting P&L is recorded. Read entire article here.
EMS integration automates historically manual processes, unlocking hard-to-find liquidity for the buyside community.
HVaR assumes that present market dynamics are captured in past behavior so what should we do when the world changes? Since Russia's invasion of Ukraine, commodity markets have entered new trading patterns and Lance Smith, TS Imagine Chief Strategy Officer explains some of the tools that can be used to help HVaR without disturbing other risk factors.