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SimCorp Dimension Quantitative Analytics from SimCorp
Provides advanced quantitative analytics, portfolio modeling, risk analytics, performance attribution, and scenario analysis fully integrated within SimCorp Dimension’s investment management platform.
Product analysis by function
Quantitative Analysis Tools for Investment Research & Analysis
Software for statistical analysis, econometric modeling, and quantitative research to identify patterns, correlations, and potential investment opportunities based on historical data and mathematical models.
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Data Integration & Management
(9 Yes /9 Known /10 Possible features)
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Multi-source Data Import Ability to import data from various internal and external sources including APIs, CSVs, Excel, and databases. |
SimCorp Dimension provides advanced data import from various internal/external sources and integration across modules. | |
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Real-time Data Feeds Support for continuous ingestion of live market and financial data. |
Product documentation and website state support for real-time data feeds. | |
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Historical Data Storage Capacity to store and retrieve large volumes of historical data for backtesting and analysis. |
No information available | |
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Data Cleansing Tools Tools for removing duplicates, handling missing values, and normalizing data formats. |
Described as having robust ETL capabilities including cleansing, deduplication, and normalization. | |
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Metadata Management Ability to manage data dictionaries and ensure context/lineage of datasets. |
Includes metadata management tools and data lineage features. | |
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Automated Data Transformation Automated processes for adjusting or standardizing data before use in models. |
Automated data mappings and transformation described in technical documentation. | |
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Data Security & Access Controls Capabilities to restrict and monitor user access to sensitive or proprietary datasets. |
Features fine-grained data access management compliant with major financial institution security standards. | |
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Cloud Storage Compatibility Support for major cloud platforms for data storage and compute. |
Supports deployment on leading cloud providers as well as hybrid and on-premise. | |
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Data Audit Trails Track and record changes and usage of datasets for compliance and transparency. |
Audit trails and full data history/audit reporting are included as core compliance features. | |
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Automated Data Refresh Scheduling and automation of regular data updates from sources. |
Automated and scheduled data refresh supported through configurable workflows. |
Statistical & Quantitative Analysis
(10 Yes /10 Known /10 Possible features)
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Descriptive Statistics Generate measures such as mean, median, standard deviation, skewness, and kurtosis across datasets. |
Descriptive statistics generation is native in portfolio analytics. | |
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Correlation Analysis Assess and visualize relationships between different variables or assets. |
Correlation analysis offered as standard functionality within Quantitative Analytics. | |
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Regression Modeling Build and analyze linear and nonlinear regression models, including multi-factor models. |
Regression and multi-factor modeling offered in risk and analytics modules. | |
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Time Series Analysis Conduct ARIMA, GARCH, and other time-series forecasting methods. |
Advanced time-series analysis (e.g., ARIMA, GARCH) supported; referenced as core quant capability. | |
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Hypothesis Testing Built-in tools for t-tests, chi-square tests, ANOVA, and similar statistical tests. |
Built-in support for hypothesis tests such as t-tests and ANOVA. | |
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Factor Analysis Evaluate and decompose financial returns by factors such as value, momentum, or size. |
Factor analysis and decomposition included in risk analytics. | |
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Clustering & Classification Support for machine learning clustering/classification (e.g., k-means, decision trees). |
Machine learning clustering and classification offered via APIs and built-in tools. | |
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Principal Component Analysis (PCA) Dimensionality reduction and risk analysis via PCA. |
PCA is described in scenario analysis and risk decomposition features. | |
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Monte Carlo Simulation Run Monte Carlo simulations for portfolio risk and scenario analysis. |
Monte Carlo simulations are a major focus in portfolio and risk analytics documentation. | |
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Custom Statistical Scripting Support for integrating custom statistical scripts (Python, R, etc). |
Supports custom scripting via Python integration and built-in scripting modules. |
Econometric Modeling
(9 Yes /9 Known /10 Possible features)
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Panel Data Analysis Support for econometric techniques using cross-sectional/time-series panel data. |
Panel data analysis capabilities referenced in econometric toolkit. | |
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Cointegration Testing Check for long-term equilibrium relationships between asset prices. |
Cointegration tests supported in cross-asset analytics functionalities. | |
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Error Correction Models (ECM) Implement and estimate ECMs to measure speed of adjustment to equilibrium. |
ECM functionality available for econometric modeling per SimCorp technical notes. | |
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Instrumental Variables Estimation Handle endogeneity in regression via instrumental variable methods. |
Instrumental variable methods are part of the advanced regression analysis tools. | |
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Generalized Method of Moments (GMM) Implement and solve complex GMM models for efficiency. |
GMM estimations supported in custom statistical modeling (as part of quant package). | |
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ARCH/GARCH Modeling Model time-varying volatility in financial series. |
ARCH/GARCH models available as time-varying volatility methodologies. | |
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Vector Autoregression (VAR) Multi-variable prediction and shock analysis. |
VAR for multi-variable shock and prediction included under scenario analysis. | |
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Structural Equation Modeling (SEM) Ability to estimate multiple and interrelated dependency relationships. |
No information available | |
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Auto Model Specification Selection Automated selection of optimal statistical or econometric model structures. |
Auto model selection referenced in documentation as part of workflow automation. | |
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Macroeconomic Scenario Generation Simulate macroeconomic environments for stress testing portfolios. |
Macroeconomic scenario generation is specifically mentioned in scenario analysis toolset. |
Portfolio Construction & Optimization
(10 Yes /10 Known /10 Possible features)
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Mean-Variance Optimization Classical Markowitz portfolio optimization. |
Mean-variance optimization (Markowitz) is a standard feature in portfolio construction. | |
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Black-Litterman Model Support Support for running Black-Litterman blended optimization. |
Black-Litterman and other advanced optimization models available, confirmed in marketing materials. | |
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Risk Budgeting Allocate capital based on asset/strategy risk contributions. |
Risk budgeting can be performed during portfolio construction; product feature list confirms. | |
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Custom Constraint Handling Flexible constraint definitions for liquidity, sector, geography, and other rules. |
Handles custom constraints (liquidity, sector, etc.) as described in configuration options. | |
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Transaction Cost Modeling Estimate and incorporate transaction costs into optimization. |
Transaction cost modeling included in pre-trade analytics and optimization. | |
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Tax-aware Optimization Include the impact of different tax treatments in portfolio decision making. |
Tax-aware optimization included as a key differentiator for Dimensional product. | |
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Scenario Analysis Analyze portfolio responses to hypothetical or user-defined scenarios. |
Scenario analysis is referenced multiple times as a core SimCorp Dimension functionality. | |
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Backtesting Evaluate portfolio strategies against historical data to assess performance. |
Comprehensive backtesting capability for strategy validation is highlighted. | |
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Multi-period Optimization Optimize portfolios through multiple rebalancing periods. |
Multi-period optimization (rebalancing over time windows) supported. | |
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ESG/Sustainability Integration Support for optimizing portfolios with ESG or sustainable investment constraints. |
Supports ESG/Sustainability factors in optimization constraints (integrated with provider data). |
Risk Measurement & Management
(10 Yes /10 Known /10 Possible features)
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Value at Risk (VaR) Calculation Calculate portfolio or asset VaR using various methods (historical, parametric, Monte Carlo). |
Value at Risk (VaR) calculation (historical, parametric, Monte Carlo) described in risk suite. | |
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Conditional VaR (CVaR) Support for tail risk calculations using CVaR. |
Conditional VaR (CVaR) included within risk analytics per technical datasheets. | |
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Stress Testing Test performance against extreme but plausible adverse market scenarios. |
Stress testing of portfolios is a highlight in the quantitative risk documentation. | |
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Sensitivity Analysis Analyze the impact of changes in risk factors (e.g., interest rates, spreads). |
Sensitivity analysis (rate changes, spread, etc.) native in risk analytics. | |
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Exposure Analysis Detailed views on exposures by asset class, region, sector, and risk factor. |
Exposure analysis available by asset, region, sector and risk factor in analytics dashboards. | |
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Liquidity Risk Models Assess portfolio vulnerability to liquidity constraints. |
Liquidity risk models offered as part of risk suite. | |
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Factor Risk Decomposition Break down portfolio risk by systematic and idiosyncratic factors. |
Factor risk decomposition supported for both equity and multi-asset portfolios. | |
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Automated Alerts Configurable risk alerts on breaches of thresholds or limits. |
Automated configurable risk alerts available for risk policy breaches. | |
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Credit Risk Assessment Model and evaluate credit risk exposure within portfolios. |
Credit risk assessment included for fixed income and derivatives portfolios. | |
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Integrated Risk Dashboard Visual summary of all risk measurements for quick decision making. |
Integrated risk dashboard available for visualization and monitoring. |
Performance Measurement & Attribution
(10 Yes /10 Known /10 Possible features)
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Time-weighted & Money-weighted Returns Generate both TWR and IRR-style returns for portfolios and benchmarks. |
Both TWR and IRR returns generated for portfolios. | |
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Multi-level Performance Attribution Decompose contributions to return by asset, sector, region, or factor. |
Multi-level attribution (sector, asset, region, etc.) offered. | |
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Custom Benchmark Comparison Measure performance relative to user-defined benchmarks. |
Custom benchmark comparison supported by user inputs and imported indices. | |
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Style Analysis Quantitatively analyze styles (growth/value, small/large-cap, etc.). |
Style analysis (growth, value, etc.) available as standard report. | |
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Risk-adjusted Performance Metrics Automatically calculate Sharpe, Sortino, Information Ratio, Alpha, Beta, etc. |
Risk-adjusted performance metrics calculated automatically as part of attribution. | |
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Attribution by Decision Layer Segment attribution to allocation, selection, timing, and interaction effects. |
Attribution by decision layer (allocation, selection, interaction) supported. | |
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Custom Time Period Analysis Flexible analysis periods (monthly, quarterly, YTD, custom date ranges). |
Flexible custom time-period and user-defined date range analysis available. | |
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Peer Group Comparison Analyze performance versus peer group portfolios or funds. |
Peer group performance analysis available via integrated data feeds. | |
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Return Decomposition Visualization Graphical breakdown of absolute and relative performance drivers. |
Graphical decomposition of returns available on dashboards and exportable. | |
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Attribution Report Generation Exportable reports with detailed attribution analyses. |
Automated report generation with extensive attribution details exportable in various formats. |
Visualization & Reporting
(9 Yes /9 Known /10 Possible features)
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Customizable Dashboards User-defined dashboards for quantitative analytics and monitoring. |
Highly customizable analytics and performance dashboards. | |
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Interactive Charting Dynamic charts (line, bar, scatter, heatmap, etc.) allowing deep data exploration. |
Interactive charting and visualizations described on the product site. | |
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Scenario & What-if Visualization On-the-fly graphical analysis of potential investment scenarios. |
Scenario and what-if graphical analysis available for portfolios and strategies. | |
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Automated Report Scheduling Schedule regular, automated delivery of reports to stakeholders. |
Reports can be scheduled and delivered automatically per stakeholder preferences. | |
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Export Formats Support for exporting reports/visualizations in PDF, Excel, PowerPoint, HTML, image formats. |
Multiple export formats supported (PDF, Excel, PPT, HTML, images). | |
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Custom Template Builder Branding and customization options for client-ready reports. |
No information available | |
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Annotation Tools Mark up charts and reports with comments and visual cues. |
Annotation tools for marking and sharing dashboard visuals are referenced. | |
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Drill-down Capabilities Detailed exploration from high-level dashboards to granular data points. |
Drill-down from dashboards to detailed portfolio or trade data implemented. | |
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Report Access Controls Permissions and restrictions for report viewers. |
Role-based access and permissions for reports and dashboards are included. | |
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Real-time Visualization Updates Automatic refresh of visuals with underlying data changes. |
Real-time visualization updates documented for dashboards. |
Automation & Workflow
(8 Yes /8 Known /10 Possible features)
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Workflow Orchestration Design, schedule and automate common quantitative analysis processes. |
Workflow orchestration including analysis process design and scheduling available. | |
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Event-driven Triggers Ability to initiate tasks or rerun analyses based on market or data events. |
Event-driven triggers for rerunning analytics based on market/data conditions described. | |
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Batch Processing Support for high-volume batch analysis jobs. |
Batch processing supported for high-volume analysis jobs. | |
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Version Control Integration Integration with source control systems for managing code and model versions. |
No information available | |
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Concurrent User Support Number of users who can access and operate the platform simultaneously. |
No information available | |
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Collaboration Tools Features for discussion threads, shared documents and commentaries. |
Collaboration features for team workflows reported in documentation. | |
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Automated Notifications Alert users to workflow status, errors, or results. |
Automated in-app notifications of workflow status/results. | |
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Role-based Task Assignment Assign steps in analysis workflows to specific users or teams. |
Role-based task assignment supported for workflow management. | |
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API-based Task Automation Automate analysis tasks via API calls. |
API-based task automation referenced, enables external triggers to workflows. | |
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Audit Logging Comprehensive tracking of workflow executions. |
Audit logging of quantitative workflows and automation executions. |
Integration & Extensibility
(8 Yes /8 Known /10 Possible features)
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API Support Comprehensive APIs for importing/exporting data and calling analytical routines. |
Extensive APIs available for data and analytics integration. | |
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Database Connectivity Native connectors for common relational, time-series, and NoSQL databases. |
Native connectivity to a wide variety of databases. | |
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Programming Language Support Integration with languages such as Python, R, MATLAB, C++, etc. |
Supports Python and other language integrations. | |
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Plug-in/Extension Framework Support for 3rd-party and custom plug-ins to extend functionality. |
Custom plug-in and extension support documented for analytics platform. | |
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Cloud & On-premise Deployment Ability to deploy in cloud, on-site, or hybrid environments. |
Cloud, on-premise, and hybrid deployment models supported. | |
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Excel Integration Ability to read/write from Excel and embed live formula links. |
Excel integration is a key feature for workflows and reporting. | |
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Single Sign-On (SSO) Authentication integration with enterprise identity providers. |
Single Sign-On integrations with enterprise systems described. | |
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Mobile Access Mobile app or responsive web UI support. |
No information available | |
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Data Vendor Feeds Integration Direct links to Bloomberg, Refinitiv, FactSet, etc. |
Integration with major data vendors (e.g., Bloomberg, Refinitiv) described. | |
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Custom API Endpoints User-defined endpoints for integration with internal systems. |
No information available |
Speed, Scalability & Performance
(7 Yes /7 Known /10 Possible features)
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Computation Speed Performance of core analytics and model calculations. |
No information available | |
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Concurrent Model Runs How many parallel model runs the system can support. |
No information available | |
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Real-time Analytics Support for real-time or near real-time processing and output. |
Real-time analytic processing is a core product feature. | |
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Scalable Compute Architecture Ability to scale up/down resources as data/model size grows. |
Scalable resource allocation available for large client instances. | |
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Distributed Computing Leverage distributed frameworks to accelerate analysis. |
Distributed computing described for scaling compute-intensive tasks. | |
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Load Balancing Automatically distribute analysis tasks for optimal performance. |
Integrated load balancing for analysis jobs indicated in IT documentation. | |
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Resource Usage Monitoring Monitor and report system CPU, memory, and storage consumption. |
System resource monitoring and alerting available in admin dashboard. | |
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High-availability (HA) Support Built-in redundancy or failover to minimize downtime. |
High availability and DR support in deployment documentation. | |
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Job Queue Management Efficiently manage and prioritize multiple analysis jobs. |
Job queue and priority management referenced. | |
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Latency Metrics Dashboard Visual and numeric display of computational response times. |
No information available |
Security & Compliance
(10 Yes /10 Known /10 Possible features)
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Data Encryption (At Rest/In Transit) Protects sensitive data via encryption during storage and network transfer. |
Encryption at rest and in transit mentioned as standard. | |
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User Authentication & Authorization Granular user permissions, authentication options, and MFA support. |
User authentication and authorization (with MFA) described. | |
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Audit Trails & Logging Comprehensive event and access logging for auditing and compliance. |
Comprehensive audit trails and logging core to compliance toolkit. | |
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Regulatory Compliance Modules Support for MiFID II, AIFMD, SEC, GDPR, and other regulations. |
Regulatory compliance modules described for MiFID II, AIFMD, and global regimes. | |
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Data Retention Policy Tools Automate and implement policies for data archiving and removal. |
Automated policy-based data retention and archiving included. | |
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Vulnerability Management Regular updates for system vulnerabilities and compliance. |
Vulnerability management via regular system and compliance updates. | |
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Third-party Security Certifications SOC 2, ISO/IEC 27001, and other certifications. |
SimCorp advertises SOC 2 and ISO/IEC 27001 certifications. | |
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Secure API Gateways Ensure API connections are secure and monitored. |
Secure API gateways part of integration and security design. | |
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User Activity Monitoring Real-time and historical monitoring of user activity for anomalies. |
User activity monitoring features included for compliance. | |
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Incident Response Procedures Documented protocols and in-system playbooks for responding to breaches. |
Incident response documented and embedded in platform for audit readiness. |
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