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Deploying FIA

How can FIA be deployed in my organisation?

In repsonse to user requests, FIA is available via a number of routes:

  • As a locally deployed application within your IT infrastructure. In this role, FIA can be run in the same way as any other application. FIA is a command-file driven application that can easily be batched, so it is usually straightforward to incorporate attribution runs into your daily analysis process. A graphical user interface is available to configure the system and to run the application, although use of this tool is not mandatory.
  • Via a local API
  • As a cloud-based SaaS application, via our Web API. Once you have a user account, simply upload the appropriate data files to your filestore and call the program, via an API command. FIA will then run and generate a set of reports, copy them to your private filespace, and notify you that results are ready. You can then download the results at your convenience.
  • As source or object code, compiled into your local performance measurement system.

The requirements and costs of each option are different, and we encourage you to discuss your needs with us.

What operating systems does FIA support?

FIA has been developed as a cross-platform application under Linux and Windows, and has been successfully ported to MacOS and Solaris.

Do I have to change my existing performance measurement system to use FIA?

No. FIA uses existing sets of weights and returns data as a starting point for its calculations. As a result, FIA can be used in conjunction with any performance measurement system that can export security-level weights and returns in CSV format.

Do returns from FIA need to be reconciled with my back office returns?

No. FIA assumes that the data provided as a starting point is correct and definitive. These returns are then decomposed by source of risk. FIA includes extensive internal checks to ensure that aggregated attribution returns are always identical to the original returns.

Can I batch portfolio processing?

Yes. You can upload as many analysis requests as you wish, and FIA will process each one in turn.

What do I need to get started?

To generate an attribution report, all you need supply are files containing the local and base currency returns and allocation weights of the securities in your investment portfolios, and a subsidiary file describing the types and characteristics of each security held. A simple configuration file is used to describe the type of analysis and the reports required. Depending on the type of analysis used, you may also need to supply yield curve data.

What frequency of information is required?

Returns data can be used at daily, weekly, monthly, or customized intervals.

What reports can you provide?

A large number of standard reports, in numerical and graphical format, are available each time the system is run. The list will be increased over time according to what our customers tell us they need.

Output data is available in Excel and CSV. Security-level attribution returns can also be exported as a normalised table in CSV format, ready for import into a database. JSON reports are in development.