Fite Analytics – FinX.io Analytics Platform

Coverage

Global

Customization

Street-Standard Analytics, High-Performance Cloud APIs, Batch, & Reporting

Understand Risk & Return at the portfolio, asset-class, and security level, versus benchmarks or liabilities. Fully explain historical risk and performance with FinX.io, an industry-leading portfolio analytics platform designed to perform what-if analyses, conduct stress tests using yield curve scenarios, and shock all drivers of risk and return over different horizons.

Key Features

Market Data

FinX.io contains global coverage of terms, conditions, and schedules for all sectors of the global bond markets. We source data from multiple sources to provide the broadest and most accurate coverage available from any single source.

  • Global reference data, all sectors

  • Accurate schedules, optionality rules and criteria, and rate benchmarks

  • Full Government & LIBOR Curve Sets

  • Corporate, Municipal, Government, RMBS, ABS, CMO, CDO, CLO, CMBS, LX

Customer Data

Import and store portfolio holdings and transactions, as well as private securities imported or modeled for any number of portfolios. Portfolios may have any number of securities and the platform is capable of calculating across very large portfolios and long time frames. Model virtually any security type.

  • Easy import/export workflows

  • Granular position and transaction tracking

  • Model any private or public security

 

Reporting

  • Partnership with Google Looker for BI

  • Portfolio performance and risk reports

  • Custom white-label reports

 

APIs & Data Feeds

All of our content and analytics is available as APIs (web or python), and as Data Feeds that can be customized for your organization.

  • RESTful / python / SFTP / WebSocket Analytics

  • Cash flows precise to the day

  • Match street-standard expectations

  • Security- and Portfolio-level calculations

 

Coverage, Excellence and Speed with FinX.io

Web Applications

Our modern, sleek web applications provide intuitive access to all features. Mobile-ready. Zero implementation—nothing to install.

 

Fresh Start Technology

  • Amazon AWS-based

  • Zero implementation

  • Industry Leading Business Intelligence & Reporting

  • APIs for data and calculations

 

Analytics

We provide extensive analytics for securities, portfolios and indices.

Following is a partial list of our analytics:

Security Analytics

  • accrued interest
  • asset swap spread
  • average life
  • book price
  • book yield
  • convexity
  • current yield
  • discount margin
  • duration to worst
  • duration to worst annualized
  • dv01
  • effective duration
  • local duration
  • oas libor
  • macaulay duration
  • macaulay duration to worst
  • modified duration
  • modified duration annualized
  • nominal spread
  • stated maturity years
  • oas treasury
  • yield value of 32nd
  • yield to put
  • yield to maturity
  • yield to option annualized
  • zvo

 

Portfolio Analytics

  • cash balance
  • bond balance
  • market value
  • accrued interest
  • coupon
  • yield to maturity
  • effective duration
  • modified duration
  • convexity
  • average maturity
  • average rating
  • number of securities
  • mtd return
  • one month return
  • qtd return
  • ytd return
  • one year return

For more information visit www.fiteanalytics.com

Data Delivery

Delivery options

Online
SFTP

Delivery format

CSV
TXT