Customized  Indicators - Universes

Webfolio Quant is a Webfolio module with a subset of functions from the Back Office module, plus many added features that make it a valuable tool for analysts.

The primary functions of quant are:

• To develop and review the universes used in Webfolio, and to generate and review universe-based reports. Universes and peer groups are useful for grouping funds during manager selection, as well as providing a basis for comparison of funds and portfolios.

• To create new time series indicators from the basic list to be used in portfolio time series reporting

Quant as a stand-alone module has its own log-in and menu structure.  It is delivered as an integral part of a Webfolio installation.

Universes:

A universe is a collection of products defined as a union or an intersection of one or more selection criteria. Universes are used to create collections of products for allocations, benchmarks, and to support constraint testing. A universe is defined first by a name and an owner (as illustrated in the dialog box). Then it is given its parameters in the following step.

On the properties tab are: the name and owner; the build rule (intersection or union); a list of the constraints that dictate the composition of the universe; and the list of the products that satisfy the constraints.

There are additional tabs for expanded information on the universe. The Analysis tab is comparable to the Analysis tab for a portfolio; it has time series and other graphical tools. The Report tab has a list of all the reports that have been generated for this universe, and shows those that have been entered in Electronic Document Manager. The Comments tab shows any comments recorded for this universe.

In the Report section in Quant is a tab to review all the Universe reports, and access to the report template function to create and edit report templates.

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