What is Cimalgo Analytics?
In CIMalgo Analytics, CIMalgo integrates high-quality data and investment management tools in an organized format, with a special focus on global asset allocation and risk management of investment opportunities. The platform gives the user a seamless workflow to generate, test and simulate an investment idea with integrated data and functionalities.
The platform gives you endless possibilities to work professionally with asset data and portfolio construction. Whether you just want to screen for ESG-rated companies or go the full length of applying the asset allocation frame of Robert Litterman, it is just a click away in the most intuitive interface one can imagine.
Unlocking three powerful investment tools in one application
We have structured a workflow where the user can work seamlessly with
✓ Global Asset Selection
✓ Asset Allocation
✓ Risk Management
Global Asset Selection
The platform offers integrated data from top providers such as FactSet, MSCI and S&P. Select your global assets intuitively with powerful filters allowing you to easily base your selection from hundreds of quantitative and qualitative data sets in to create a relevant, top down or bottom up driven, universe for your asset allocation.
✓ Search and filter assets by ticking your criteria in the menu and watch your universe become relevant
✓ Includes everything from descriptive, fundamental and quantitative data to ESG, credit and decomposed revenue data
Asset Allocation
The platform offers well known asset allocation and optimization methods based on the universally acclaimed research from Nobel laureates such as Sharpe and Markowitz as well as the ground breaking asset allocation models from Black and Litterman, who defined the Goldman Sachs asset allocation framework.
If you want to integrate your own models, the system can easily allow for this giving you the flexibility to allocate assets by combining top research with your own ideas.
✓ Simulate your portfolio back in time with instant overview reporting
✓ Identify key performance drivers and risk to better adjust your future exposure
✓ Make use of time – tested methods from Markowitz, Black and Litterman
Optimization
An integral part of portfolio construction is the portfolio optimization process your for specific goals, constraints or regulatory requirements. Our integrated optimizer allows you to do multi-portfolio optimizations depending on the historical or future views of your portfolio.
✓ Instant visual and numerical response of the optimization
✓ Constraint settings applicable on single or groups of securities by selecting the specific objective of the constraint avoids unnecessary breaches of investment guidelines
Risk Management
You can visualise and assess your inherent portfolio risks from a top down or bottom up point of view to analyse your asset allocation and exposure given your mandate and investment scope.
The comparative risk report as well as the portfolio overview allows you to pull the generated charts for your own reporting or share your portfolio in the integrated user management system for a collaborative approach with colleagues and clients.
✓ Use our MSCI benchmark library for comparative risk studies
✓ Decompose risk across numerous dimensions
✓ Visualize portfolio and asset risk contributions point in time
✓ Pull charts for your own reporting purposes
CIMalgo Data Sources
