SemperMacro
Calypso Benefits
- Single system for all fund types
- Real time position management
- Fast implementation
About SemperMacro
SemperMacro, a division of Fulcrum Asset Management, is a Global Macro fund which launched in June 2005
SemperMacro's Challenges
SemperMacro, a start-up macro hedge fund, sought a robust front to back-end software system that could handle a broad spectrum of asset classes.
SemperMacro’s Goals
SemperMacro were looking for a solution that would give them maximum flexibility in analysing risk and P&L for both individual Portfolio Managers and the aggregate portfolio. Being a heavy user of option strategies, especially in Foreign Exchange, it was critical that the chosen solution could display ‘live’ changes of P&Ls and all relevant ‘greeks’.
In order to facilitate a seamless operational flow, the ability to ‘straight-through process‘ trades executed via electronic trading platforms as well as linking to the Fund’s administrator was an additional requirement.
Calypso Solution
Calypso was able to meet all of these requirements and SemperMacro were up and running with the solution in time for the fund’s launch in June 2005.