Hedge Funds

Calypso® caters to the unique needs of these organizations at the same time providing all the sophistication of instruments used by the sell side. Calypso provides the flexibility required by multi-strategy funds and multi-fund firms to trade a range of products while enjoying the benefits of a single software system.

Trading by Strategies

The solution can be set up for individual trading strategies, with the ability to trade and price by groups such as books, strategies, portfolios and funds. A direct link to Excel gives users the ability to retain the flexibility of Excel while enjoying Calypso’s powerful platform. Calypso comes with standard interfaces to market data providers such as Markit and Reuters.

Advanced Pricing Framework

Calypso provides standard analytics out of the box as well as the ability to plug-in proprietary analytics. Strategic partnerships with market leading analytics providers, with built-in interfaces to Calypso®, gives users the option to use third party pricing as well.

Integrated Cross Asset Risk

Calypso includes standard commonly used reports such as Hedge; P&L and Flash P&L; Cash Flow Projection; Mark to Market; Interest Rate and Volatility Sensitivity. Calypso provides Value at Risk (VaR) calculations based on inputs from in house systems or standard market data providers. Calypso also has standard regulatory reporting and pre and post trade compliance management.

Connectivity to Administrators, Prime Brokers and Custodian Banks

The open architecture facilitates interfaces to trade order management systems, administrators and custodian banks.

Straight-Through Processing

All products are processed in Calypso’s back office system so that hedge funds do not need to maintain separate processing systems for each product class they trade. All products flow through to the back office on an STP basis, eliminating the need for manual processing, thereby reducing processing errors and costs.

Product Coverage

All Major Asset Classes