Alternative Investments

Extensive functionality for managing alternative and structured investments

VALUE combines extensive off-the-shell functionality with an optional open and customisable environment that is perfectly suited to start-up hedge funds and alternative and structured investments.

Whether investing in equities, interest rates derivatives, fixed income, credit derivatives, IR, FX or commodities, Sophis VALUE provides proven cross-asset coverage for P&L and risks calculation, valuation of derivatives, STP front to back functionality and standard connections in an intuitive GUI. In the middle office Sophis provides the capability to exchange information on a daily basis to reconcile transactions, positions and cash precisely with major prime brokers and fund administrators.

Key Benefits

• Multi funds coverage: Long/short, arbitrage (Fixed income, CBs, credit, volatility), commodity funds, multi strategy, global macro, structured funds, funds of hedge funds
• Real time position keeping and P&L calculation
• Greeks computation and aggregation across any portfolio
• In-house pricing models for all types of instruments and their derivatives
• Extensive risk management tools (stress tests, hedging scenarios, what if, VaR, limits monitoring)
• Comprehensive cash management, fees and NAV calculation
• Over 100 reconciliation formats available already in production
• Highly flexible and user-friendly interface
• Toolkit for customising models, products, workflows, user screens
• Short average implementation time from three weeks to three months

Sophis has many clients that manage hedge funds and alternative investments. They use VALUE for a wide range of activities, from absolute return to global macro strategy and multi management. The size of our clients varies from two to three users for startups up to 100 users for bigger players.

Learn more about our asset class coverage