Hedge funds today face a complex market landscape shaped by technological advancements, investor shifts, and economic uncertainties. As hedge funds strive to stay ahead of the curve, they are increasingly leaning on best-in-class analytics that can be integrated with Python-based trading applications – empowering them to retain their competitive edge in moving fast on investment opportunities and managing positions and portfolios more efficiently. 

A common priority for many hedge funds is back-testing, which enables them to test how a new trade or strategy would perform prior to putting “real money” to work. Download our case study to discover how one hedge fund is powering their investment strategy with FINCAD Analytics Suite, offering a user-friendly SDK and Python-based pricers for OTC derivatives, including vanilla and first-generation exotics. Highlights include:  

• Ability to rapidly explore systematic approaches for identifying promising investment ideas with the ability to prototype strategies in Excel 

• Ability to perform advanced statistical analysis on time series of results to identify mispricing opportunities in the market 

• Scalable backtesting framework for incorporating proprietary trading software and extensive data sets 

• Increased alpha generation from being able to move fast on winning strategies  

• Better informed position management for optimizing portfolios and managing market risks