Fast, flexible attribution that can be tailored to match any investment process
Our flagship attribution product offers:
Attribution for equity, fixed income and balanced portfolios
Succinct, consistent configuration and reporting
Simple deployment without the need for expensive consultants or teams of specialist users
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Fixed income attribution
Flametree offers the widest range of attribution models available from any vendor. This allows the user to replicate any investment process, providing detailed reports on the investment manager’s strengths and weaknesses.
The OpenPricing API allows users to define additional sources of risk. Flametree is therefore future-proofed against developments in the fixed income markets and is never restricted to a particular vendor’s view of how attribution should be run.
Equity and hybrid attribution
Flametree supports the Brinson models for equity attribution, including asset allocation at multiple levels.
Flametree also offers hybrid attribution, combining top-down asset allocation analysis and bottom-up security-level return decomposition, using our internally developed methodology.
OpenRisk
There is no limit to how many risk functions can be associated with a given security. For instance, an option may show return due to delta, gamma, theta, vega, and other sensitivity measures. To calculate the returns generated by these effects, simply add the names of the appropriate risk functions to the option’s security master record.
Flametree’s OpenRisk framework allows you to calculate volatility from the underlying return time series, rather than supplying it separately.
Flametree is future-proof. To include a new type of risk in your analysis, simply add a new risk function – or ask us to develop it for you.
Request a demo
Flametree works closely with our clients to plan future developments based on their requirements. Our agile development process and component-based architecture means we can implement changes quickly and accurately. Get in touch to schedule a demo, or to find out how Flametree can solve your attribution needs.