Risk analytics for a fund's crypto portfolios.
Pearlixa Enterprise measures the risk, stress losses and performance of the positions a fund holds, daily, for each portfolio and for the firm as a whole.
Talk to usThe instruments crypto funds trade.
Spot and perpetual futures. Leverage, margin mode and liquidation price are carried with each position, by account and venue.
Exchange-traded products. US spot ETFs and European ETPs are looked through to their underlying assets, with premium to NAV, trading-hour gaps and product fees taken into account.
Direct import. Exchange and portfolio management system exports are accepted as they are. Each line is validated and displayed before it is stored.
Full history. Portfolios are versioned by date, so any figure can be reproduced as of a past day.
A daily view across all portfolios.
Changes. Moves in value, risk and exposure over the day, week and month, for each portfolio and each asset held.
Exceptions. Limit breaches, open alerts, positions close to liquidation and notable changes, portfolio by portfolio.
Firm level. Aggregate exposure to each asset across all portfolios, and each portfolio's contribution to firm-wide risk.
What the platform measures.
Risk
Value at risk and expected shortfall under six estimation methods, risk contributions by position, sector and venue, correlation, tail behaviour and factor exposures.
Details →Stress testing and liquidity
Losses in twenty-four measured crypto crises since 2013 and thirty-eight older market crises, the firm's own scenarios, exit costs and redemption capacity.
Details →Positions and performance
Every position with leverage and liquidation distance, P&L split into price, funding and fees, and returns against benchmarks.
Details →Asset analysis
Perpetual markets compared on risk, liquidity and carry, each asset's low in past liquidation cascades, options data for the major assets, and the effect of each asset on the portfolio.
Details →Fund-level analysis and scenarios
The digital asset allocation measured within the whole fund, and the effect of a proposed trade, hedge or limit before it is implemented.
Details →Reporting and integration.
All figures are available in the dashboard, through a REST API and as Excel or CSV exports. Reports are produced in Word and PowerPoint on the firm's own templates, and scheduled reports can require a second person's approval before release.
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