Welcome to the Flametree Technologies Wiki
This website contains information about Flametree Technologies and our flagship portfolio attribution product, FIA.
The Flametree Wiki is a convenient on-line reference manual for Flametree Attribution. For more general information, updates and news about the company, please visit our main website at http://www.flametree.global.
Attribution continues to be a leading topic in fixed income management. Attribution has enormous value in generating profits and increasing funds under management. Yet existing systems are typically expensive, difficult to use, and require major investments in time, money and expertise to set up and run.
FIA provides a powerful new approach to solving this problem using the least amount of data possible without compromising on depth of analytics or instrument coverage. Designed by a leading industry expert, FIA's capabilities equal or surpass those of any other attribution system in the marketplace.
Best of all – it’s straightforward to use. A typical first report takes less than 30 minutes to set up and run. FIA
- is designed to leverage established performance measurement systems, not to replace them;
- does not require price, duration, yield or other time-dependent security data - although this can be used if available;
- has a zero deployment footprint and no software setup or external data integration, resulting in minimal setup and running costs;
- is usable by non-specialists;
- supports attribution at daily, weekly or monthly intervals;
- handles a wide range of security types, risk types and attribution options;
- supports carve-outs and subportfolios to any depth and complexity;
- supports both yield curve pricing and perturbational attribution models;
- offers extensive reporting options, ranging from raw numbers to pre-formatted reports;
- is affordable, quick to set up, and has very low data requirements. You can run FIA from a netbook;
- is extremely fast;
- can be called in stand-alone mode from our GUI, from a command-line prompt, or via our API from a Python, C# or Java program;
- can be run over the Internet, using our RESTful API and a few lines of Python (or similar language).
The result is that FIA allows you to focus on your core portfolio management skills, instead of becoming bogged down in technology issues.
Not sure if FIA will meet your needs? Try the system out on-line for free for 30 days without obligation. Or contact us for a demonstration, using your portfolio data.
Why a wiki?
One of our core principles in writing FIA is to be as transparent as possible about how the system works. In particular, we wanted to avoid a 'black box' approach to analytics provision, where the specifics of a calculation or an algorithm are treated as a trade secret. Instead, we believe a policy of openness delivers the best possible results for our customers.
We have therefore taken the approach of putting all information about the system - including documentation, white papers, and technical specifications - online. This also allows us to ensure that the system's documentation is always up to date.
For a more detailed description of the methodological basis of attribution, refer to 'Attribution in Finance' by Andrew Colin, Pearsons/FT Press, 2016. This book was written concurrently with the development of FIA, and describes the approaches taken in detail.