PORT’s fully integrated portfolio construction tools help you to perform analysis of the impact of hypothetical trades on your portfolio’s fundamental and risk characteristics in real time. Run multiple versions of hypothetical trades or backtest your investment strategies as you work to construct your optimal portfolio.
Analyze how your portfolio’s characteristics and risk structure would change based on your potential trades. Quickly evaluate potential trades or edit existing positions by using the Trade Simulation functionality, which is fully integrated in PORT. Leverage Bloomberg’s comprehensive terms and conditions database to incorporate new instruments and assess their impact in Trade Simulation mode.
Solve for complex, multi-faceted investment management strategies using Bloomberg’s Portfolio Optimizer. Use the Portfolio Optimizer to identify the best set of trades from your investable universe that will give your portfolio the characteristics and risk exposures desired.
- Apply real-world constraints such as portfolio turnover and transaction costs when generating trade ideas.
- Generate an efficient frontier of optimal portfolios based on a range of trade-offs between your optimization goals and constraints.
- Backtest your trade ideas to see how your investment strategy would have performed historically.
Bloomberg’s portfolio performance, characteristics, risk and trade simulation capabilities can be driven by turn-key integration with custodians, fund administrators, and other portfolio data sources. This seamless combination offers clients of third parties sophisticated portfolio management and analysis tools along with the power and flexibility of the Bloomberg Terminal for news, analytics, charts and execution platforms.
Additionally, Bloomberg’s Global Portfolio Integration team receives data from over 100 different third-party data providers within the industry for the Portfolio & Risk Analytics solution.
To submit a portfolio data integration request, email us at firstname.lastname@example.org and indicate your interest along with a contact name, phone number and email address. Your request will be directed to a Global Portfolio Integration team member who will contact you to begin the process.