Deepen Your Insights with Advanced Analytics
Run independent analytical components or connect to external providers to enrich your signals, and strengthen your oversight and reporting operations.
NGT Analytics Library
Purpose-built analytical components designed for investment operations. From NAV oversight and portfolio attribution to pricing validation and share class analytics, each component generates signals that flow directly into your investigation workflows.
External Provider Integrations
Connect your existing analytics providers and run their signals alongside NGT analytics. Whether it's ESG data from Clarity AI, risk metrics from MSCI, or market data from Bloomberg, external signals integrate seamlessly into the same investigation context.
Sub-Fund Evolution
Tailor-made Proxy
Build a synthetic index from position-level P&L estimates and compare it to the fund's NAV return.
Factor-based Nowcasting
Explain portfolio behaviour with benchmarks and market factors and forecast expected return.
Proprietary Peers
Cluster similar portfolios and compare fund return to peer return distributions.
SFE Event Triggers
Raise Nowcasting, Peers, Proxy, and aggregated SFE anomaly events based on thresholds and confidence scores.
Portfolio Contribution
Position Contribution
Compute daily marginal contribution to P&L using position weight and return.
Corporate Action Rescaling
Rescale positions to neutralise quantity movements in contribution calculations.
Exposure Breakdown
Track gross exposure by instrument type, currency, country, sector, and region.
Portfolio Events
Trigger events for TRS variation, instrument expiry, and sudden exposure changes.
Accounting Contribution
Account Movement Estimation
Estimate daily balance variations for each account from ingested statements.
P&L Attribution by Account
Convert account movements into an impact on fund P&L and NAV.
Account Signal Set
Track daily account balance variation and rescaled AUM impact.
Daily Account Variation Event
Trigger an event when an account balance moves abnormally versus history.
Independent Price Valuation
Vendor Price Comparison
Compare fund administrator prices to independent external vendor prices.
Expected Price Ranges
Estimate reasonable price ranges using instrument pricing behaviour and correlations.
Stale Price Detection
Detect prolonged stale pricing and quantify days stale and NAV impact.
Price Events
Trigger mismatch, stale price, and stale-price-percentage events when thresholds are breached.
Transaction Analytics
Portfolio Change vs Trades
Compare holdings evolution to transaction activity to detect inconsistencies.
Pattern Detection
Analyse historical activity with time-series techniques to flag new or abnormal patterns.
Targeted Controls
Detect late trades, paydowns, and other error-prone transaction patterns.
Transaction Events
Trigger events for corporate actions, trade price mismatch, quantity mismatch, turnover anomalies, currency mismatch, and swap paydowns.
Share Class Evolution
NAV-Per-Share Bounds
Compare share class NAV per share to estimated statistical bounds.
Regression Residual Checks
Use factor-based regression to annihilate asymmetries and detect abnormal residuals.
Severity Levels
Trigger standard and major anomaly events using different bound widths.
Share Class Signals
Track share class AUM and daily return alongside NAV per share.
Share Class Flow
Flow Time Series
Track subscriptions, redemptions, and net flows over time at share class and portfolio levels.
Swing Pricing Monitoring
Track swing ratio evolution without independently recalculating swing factors.
Dividend Controls
Track dividend yield and distribution amounts to support flow and NAV investigations.
Flow Anomaly Detection
Detect abnormal flow behaviour versus historical patterns to contextualise NAV anomalies.
Share Class FX & Hedging
Hedging Process Controls
Check the application of hedging processes as part of share class oversight.
FX Movement Context
Include FX effects when reviewing share class valuation behaviour.
Contextual Metrics
Provide metrics designed to surface anomalies linked to hedging and FX effects.
Investigation Linking
Reference FX and hedging signals alongside other share class controls during review.
Fees Analytics
Fee Calculations
Calculate fees as part of the share class oversight control set.
Fee Impact Context
Attach fee impacts to share class movements for investigation.
Anomaly Identification
Flag anomalies where fee behaviour deviates from expected patterns.
Cross-Signal Referencing
Compare fee signals with flows, FX/hedging, and NAV evolution during review.
Performance Fees Analytics
Performance Fee Calculations
Calculate performance fees as part of share class oversight controls.
Outlier Detection
Identify unexpected performance fee behaviour linked to valuation anomalies.
Context Attachment
Include performance fee impacts as contextual metrics during investigations.
Workflow Referencing
Reference performance fee signals alongside other controls in the investigation path.
Multi-Source Reconciliation
Source Coverage
Reconcile holdings and cash across PMS, OMS, fund administrator ABOR, depositary holdings, and middle-office views.
Holdings Validation
Detect quantity mismatches across all instruments, including swaps and forwards via nominal validation.
Cash Validation
Group cash by account type and currency and compare totals across portfolio representations.
Margin Matching
Match margin accounts to corresponding ETDs and OTCs to improve cash break accuracy.
Flexible Check Set
Add additional checks such as prices, market values, and time series to the reconciliation watchlist.
Context Analytics for Breaks
Use contribution, valuation, transaction, and share class flow analytics to contextualise reconciliation mismatches.
External Integrations
Third-Party Signals
Ingest external partner signals as an additional analytics input (for example ESG oversight).
Dataset Augmentation
Expand analytics scope by gathering data from multiple providers into the same review context.
Signal Co-Existence
Run external signals alongside proprietary NGT signals within the same investigation.
Workflow Consumption
Reference external signals during investigations in the same way as internal signals.