NxR2 will now be able to produce tables that clearly showcase P&L, Return-on-Investment, Return-on-Capital, and Cashflow profiles at different points in time on the investment horizons and across defined scenarios. Working with a direct connection to real time market prices, the analysis can be built and then calculated by traders or portfolio managers using up to the minute market information, making it a very accessible decision making tool.
âWe are very excited about the capabilities that Strategy Analyzer provides to NxR2 users,â said Benoit Fleury, Head of Financial Engineering and Product Management at R2 Financial Technologies. âPortfolio managers have never had a good way to incorporate the impact of leverage in assessing their investment strategies. Decisions had to made with a much less complete picture of the potential return on an investment strategy. The new functionality introduced in NxR2 makes it very easy to compare the performance of different investment strategies, considering different market conditions and under specified investment horizons and any variety of leverage assumptions.â
NxR2 provides traders, portfolio and risk managers with superior risk, scenario and portfolio analytics for real-time pricing, hedging, and capital management of multi-asset portfolios. NxR2 is inherently multi-asset class, covering all asset classes (equities, fixed income structured finance complex interest rate instruments, equity and credit derivatives).