CTA & Hedge Fund Analysis
Barclay's MAP software provides comprehensive data on 6443 Hedge Funds and CTA programs. Whether you're selecting advisors for your firm's proprietary capital, for public or private funds, or for your own portfolio, Barclay MAP will give you the competitive advantage!
MAP software is priced at $3,000 per year plus the cost of the data subscription you choose. For example MAP Software with the Managed Futures (CTA) Database would cost $6,000 per year.
(MAP:$3,000 + CTA Data:$3,000 = $6,000)
MAP's user-defined parameters allow for tailored selection and analysis of relevant data, and allows users to perform a wide range of tasks with a simple point and click of the mouse. Browse the entire database or a specialized sub-universe based on markets traded, trading style, track record length, date restrictions, string searches, and/or user-defined categories. Receive the most up-to-date data with twice-monthly updates, and on-demand daily web updates. In addition, MAP subscribers receive free software upgrades, and unlimited technical support.Request a download for a
free fully functional demo
- Comprehensive Portfolio Manager
- Correlation and Regression Analysis
- Customize MAP to Fit Your Needs
- Flexible Charting Capabilities
- Powerful Ranking Tools
- Profile Analysis
- Powerful Optimizer
- VAMI & Rolling Analysis
- Style Analysis
- Efficient Frontier
- MAP Reports
Comprehensive Portfolio Manager
- Create multi-advisor portfolios. You can set and reset initial VAMIs, change leverage, re-balance, change start / end dates.
Portfolio Manager Screen shot
- Proforma Analysis Window allows you to quickly change the fee structure and commission rates on any portfolio to see how they will impact performance. No more waiting for days to get results back from your accountant!
Proforma Values screen shot
Correlation and Regression Analysis
- Run correlations on multiple trading programs and indices or generate up, down or rolling correlations.
Correlation & Regression Analysis window screenshot
- Generate Regressions for any index or program against an individual or group of programs.
Customize MAP to Fit Your Needs
- MAP's user-defined parameters allow you to select and analyze the data that's most relevant to your needs. Browse the entire database or a specialized sub-universe that you define using markets traded, trading style, track record length, date restrictions, string searches and other user-defined categories.
- Import programs to create your own database.
- Update data provided by Barclay with your own numbers.
- Add user-defined categories to existing or user added programs.
Flexible Charting Capabilities
- Create charts quickly and easily. Easily generate VAMI, Efficient Frontier, Floating Bar, Profile Analysis, Scattergram, Optimization Curve or user-defined Rolling Analysis charts. Copy and paste charts into other software applications or save them as bmp or jpg files.
Screen shot 1 | Screen shot 2 | Screen shot 3
Powerful Ranking Tools
- Constantly rank the entire database or any sub-universe of your choice using a variety of pertinent and powerful statistics.
- Easily view the entire database or any sub-universe of your choice while simultaneously viewing contact, account and statistical information on individual programs. Rank your program selections by a variety of pertinent and powerful statistics.
- Barclay Profile Analysis Window lets you evaluate, for a user-specified time period, any trader on the basis of rolling ROR, standard deviation, and a ratio of these two statistics. In addition, you can chart these values against the average values generated by a user-defined subgroup.
Screenshot 1 | Screenshot 2
- Create multiple Optimization scenarios for highest reward/risk, lowest volatility or return for targeted volatility for a variety of different optimization reports.
- MAP's Optimizer incorporates the technology of the nonlinear optimization "engine" used in the Microsoft Excel Solver. This Solver has been proven in use for over eight years in tens of millions of copies of Microsoft Excel.
VAMI & Rolling Analysis
- Create standard and normalized VAMI charts.
- Choose from ten Rolling Analysis reports and charts with window size from 3 months to 120 months.
- Select any combination of the ten rolling analysis statistics listed, generate reports, create charts, or export rolling analysis data to your spreadsheet software.
- Measure and understand where the returns of an active Manager are coming from.
- Find out how much of a Manager's return are from skill and how much are from capturing market beta.
- Calculate efficient frontiers and instantly view the results in a chart or in tabular format.
MAP Reports - Map offers a variety of informative reports:
- Program/Manager Details Report
- Distribution of Monthly Returns Report/Chart
- Drawdown Report
- Performance History Report
- Portfolio Performance Summary Report
- Time Windows Report
- Address Book
- Ranking Reports
- Profile Analysis
- Floating Bar Charts
- Scattergram Charts
- Barclay Institutional Report (BIR)
- Correlation Reports
- Regression Reports
- 10 Rolling Analysis Reports
- Efficient Frontier Report/chart
- Optimization Reports
- Optimization Curves
- Rolling Optimizations