Everysk is a global provider of multi-asset portfolio analytics. PortEngine, our REST API, is used by our clients to enrich their current client reporting, get instantaneous insights before trading, monitor portfolio trends, verify portfolio objectives and much more. All with just a few lines of code.
PortEngine’s stress testing is forward looking and transitive, i.e. shocks are propagated to all securities in the portfolio. Thousands of scenarios can be easily devised with the API and efficiently computed using modern probabilistic techniques.
Our innovative data structures enable bottom-up risk aggregations and on-the-fly, top-down factor projections to be retrieved with a single API call. All calculations are simulation-based, providing a reliable gauge of tail risks. Securities are fully repriced, capturing the non-normal behavior of the portfolio.
Additionally, our API allows developers to compute marginal contribution to total risk, exposure analysis, user-defined volatility surfaces, analyst forecasts and many other advanced features.
Nominated for: Best Proprietary Platform or API
Everysk is a financial technology company located in New York. We specialize in forward looking stress testing and risk attribution for multi-asset, multi-currency, long-short portfolios.
Our portfolio technology is transitive in nature. We consume large quantities of data to reliably infer how risks propagate within a portfolio.
Our clients include global hedge funds, CTAs, family offices, brokerages, online portfolio platforms and sophisticated wealth managers.
The team has deep knowledge of capital markets securities and extensive experience building commercial grade technology. We have designed institutional portfolio systems to risk manage $14 billion invested in hedge funds. We have also traded and risk managed fixed income, currency and commodity portfolios at Goldman Sachs and Merrill Lynch.