Defining Strategies

A strategy represents a perimeter of financial products that can be invested in, and a methodology for generating returns.

A strategy can be local to a fund or a mandate, or shared by multiple funds and mandates.

 

1. Creating Strategies

From the Calypso Navigator, navigate to Configuration > Asset Management > Strategy Blotter (menu action am.StrategyDefinitionFrame).

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Click to add a strategy. You will be prompted to give it a name.

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Enter the fields described below.

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Click .

 

Fields Details

Fields	Description
Currency	Select a currency.
Benchmark	Select a benchmark as needed. Benchmarks are created using Configuration > Asset Management > Benchmark from the Calypso Navigator. See Defining Benchmarks for details.
Perimeter	Select the Perimeter: • Local – It can be allocated to a single fund or a single mandate. • Shared – It can be allocated to multiple funds or multiple mandates.
Start Date	Enter the strategy effective date.
End Date	Enter the strategy end date.

 

2. Allocating Strategies to Funds and Mandates

You can allocate strategies to funds and mandates through portfolio hierarchies using Configuration > Asset Management > Portfolio Hierarchy from the Calypso Navigator.

See Portfolio Hierarchy for details.