A Unique Reporting Framework

Delta’s OmniHedge reporting platform supports custom systems designed for hedge fund traders, portfolio managers, research staff, and accounting and operations staff.

OmniHedge

The OmniHedge framework integrates data from a fund's existing systems – market data vendors, trading systems, portfolio accounting system or prime broker reports and extracts, and other internal data sources. By integrating these data and then performing instantaneous, real-time calculations, based on user-defined combinations of criteria, sorting and grouping, OmniHedge elevates the value of those systems' data into actionable information.

The framework is provided for each of two flavors :

  • OmniHedge Equity
    • Equities         -- Local, ADR, preferred, warrants. Related Cash FX, Basic Fixed Income
    • Options
  • OmniHedge Fixed Income / Credit
    • Bonds           -- Corporate, converts, muni, sovereign, bank debt, credit default swaps (CDS, CDX), CDO, CLO, MBS
    • FX                -- Spot, forward
    • Futures         -- Currency, index, Treasury

Types of analysis and reporting include:    

  • Position management
  • P / L reporting
  • Exposure management
  • Liquidity exposure
  • Hedge allocations
  • Performance attribution
  • Broker voting
  • Sell-side broker/analyst ranking
  • VWAP analysis
  • Benchmarking
  • VAR (value at risk)
  • Historical analysis
  • Execution compliance
  • Trade blotter
  • Commissions analysis
  • What-if analysis

The OmniHedge framework can be implemented in a variety of presentation interfaces:

  • browser-based (intranet or internet)
  • Windows-based (client-server model)
© 2008 Delta Hedge Systems