Time to Manage Your Risk

04 September 2014

Integrated Custom Data Upload

The latest version of the The RiskAPI Add-In now includes the ability to import custom time series directly via the RiskAPI Add-In from within Excel. Prior to this, importing custom data was only available via uploaded text files on the support website. This new feature makes access to custom data rapid and trouble-free.

Custom data time series are segregated and secured on a per-account basis. The import process (pictured above using the Market Macro keywords mechanism) allows users to assign a custom symbol to any historical data they choose to import. Once the import process takes place, the custom data can be accessed as if it were a listed financial instrument:

Pictured above is the same custom data in the first image being accessed via the custom symbol "CUSTOM.CST". In this example a realized volatility calculation is executed on the imported time series using the Market Macro tool. Custom data can be used to proxy portfolio components, to replace standard indexes for exposure analysis, to analyze historical NAV's, and more.

The results above were calculated using The RiskAPI Add-In, our unique software client which allows fund managers to access a whole spectrum of on-demand portfolio risk analysis calculations.