capQORT


The middle office of asset management company capQORT is used for online position keeping and control of portfolios and portfolio groups that may be traded by several brokers it is also used for portfolio analysis, limit control and violation monitoring.

Main Features

Operation accounting

The system accounts operations at all Russian and main international exchange and OTC venues.

Position keeping and trading operations

capQORT allows to consolidate and keep positions online fully for portfolios and groups of portfolios for all operations of the asset management company, conducting trading operations through several execution brokers and getting market data and data on own trades.

Limit control

Mechanisms and modes of limit control.

Violation monitoring

capQORT performs analysis of limit violation and maintains control over their elimination.

Reporting

The capQORT system has a number of reports to assist managers.

Commission calculation

capQORT supports a commission calculation mechanism to award success and reimburse management expenses.

Available services

The system supports such services as the system of role-based access rights, scheduling, system monitoring module.

Integration

There are various ways of integrating capQORT with external systems.

Additional Modules

VaR-analysis Module

VaR-analysis Module is designed for VaR risk assessment.

FIX Integration

The module of FIX integration is designed for interaction between the QORT server and external software platforms by means of FIX protocol and uploading the received information to the QORT server.

Module of integration with RU DATA

The module of integration with the database of financial instruments and issuers Reference United Data.

Module of integration with Cbonds Database

The module of integration with the databases of Cbonds group enables to obtain and use data on financial instruments and issuers.

Bloomberg DataLicense QORT Program Interface

The Bloomberg DataLicense QORT program interface allows to obtain and use information from Bloomberg in the program complex capQORT.

Bloomberg VCON drop copy QORT program interface

Bloomberg VCON drop copy QORT program interface allows uploading capQORT with the data on executed trades from the Bloomberg database. The data is transmitted via FIX protocol by BLOOMBERG PROFESSIONAL® service.

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