Windham Portfolio Advisor includes sophisticated capital market assumption tools designed for asset allocation and investment strategy development. It features proprietary risk models, regime-based forecasting, optimization capabilities, and tools to develop custom capital market assumptions tailored to specific investment views.
More about Windham Capital Management
Specialized modeling software for developing forward-looking return, risk, and correlation expectations across asset classes that serve as inputs to strategic asset allocation models.
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Multi-Asset Data Connectivity Ability to ingest data from multiple asset classes (e.g., equities, fixed income, real estate, alternatives). |
Described as supporting asset allocation and regime-based forecasting; likely requires ingesting multi-asset data. | |
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Live Data Feeds Integration with real-time data feeds for up-to-date market information. |
No information available | |
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Historical Data Coverage Availability and depth of historical market data accessible for modeling. |
No information available | |
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Data Vendor Integration Ability to link to major financial data vendors (Bloomberg, Refinitiv, etc.). |
Integration with third-party data vendors is typical for capital market assumption systems. Windham's institutional focus and sophistication strongly imply this. | |
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Custom Dataset Upload Support for uploading bespoke or proprietary datasets. |
Custom assumption development, as noted in product description, implies custom dataset upload is supported. | |
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Data Mapping & Cleansing Tools Automated tools for mapping, cleaning, and validating large datasets. |
No information available | |
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Frequency Handling Capacity to handle and standardize data at different frequencies (daily, monthly, quarterly). |
CMA and forecasting tools require frequency handling to support both short- and long-term scenarios. | |
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Currency Handling Support for multi-currency data and conversion capabilities. |
Global investment strategy requires multi-currency support. Likely present for institutional solution. | |
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API Access Provision of APIs for auto data ingestion and integrations. |
No information available | |
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Audit Trails Full traceability regarding source and transformation of input data. |
No information available |
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Asset Return Forecasting Ability to project expected returns for various asset classes. |
Explicitly stated as providing asset return forecasting tools. | |
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Volatility Forecasting Modeling projected volatility for asset classes. |
References to volatility risk modeling and regime-based forecasting indicate volatility forecasting. | |
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Correlation Estimation Capacity to estimate and customize asset class correlations. |
Sophisticated risk models and customizable assumptions generally require asset correlation estimation. | |
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Mean Reversion Modeling Modeling long-term mean reverting tendencies for returns/volatility. |
No information available | |
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Fat-Tail/Non-Normal Distribution Support Ability to model distributions beyond the normal (e.g., skewness, kurtosis). |
Described as using proprietary risk models; typically includes fat-tail/non-normality modeling in institutional-grade risk tools. | |
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Scenario Generation Capability to generate and analyze multiple market scenarios based on user inputs or macro drivers. |
Described as supporting scenario analysis for investment strategy development. | |
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Macroeconomic Linkages Modeling relationships between macro variables (inflation, GDP, rates) and asset returns. |
Regime-based forecasting indicates models that link macro factors and asset returns. | |
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Automatic Calibration System-assisted calibration of CMAs to observed market pricing or benchmarks. |
No information available | |
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Multi-Horizon Modeling Model projections over multiple investment horizons (e.g., 1Y, 5Y, 10Y). |
Multi-horizon support is essential for strategic asset allocation and scenario analysis. | |
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Parameter Sensitivity Analysis Tools to test the impact of changing assumption parameters. |
No information available | |
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Speed of Assumption Update Time taken for recalibrating CMAs after data change. |
No information available |
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Efficient Frontier Modeling Generation of efficient frontiers and trade-off curves. |
Portfolio optimization and efficient frontier modeling are core to asset allocation tools such as Windham Portfolio Advisor. | |
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Portfolio Optimization Algorithms Support for various optimization techniques (mean-variance, Black-Litterman, risk budgeting). |
Optimization for asset allocation and scenario-based forecasting implies use of portfolio optimization algorithms. | |
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Custom Constraints Handling Ability to impose regulatory, ESG, liquidity, and other constraints. |
No information available | |
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Multi-Objective Optimization Optimization based on multiple objectives (risk, return, ESG scores). |
No information available | |
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Scenario-Based Optimization Run optimization under different what-if macro/market scenarios. |
Scenario-based optimization is typical for tools that include scenario analysis and optimization for asset allocation. | |
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Asset Class Granularity Maximum number of asset classes handled per optimization run. |
No information available | |
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Optimization Speed Average time for a full optimization run. |
No information available | |
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Multi-Period Asset Allocation Support for dynamic or glide-path asset allocation approaches. |
No information available | |
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User-Defined Views Integration Ability for users to input subjective views for optimization. |
Support for user-defined capital market assumptions implies integration of user-defined views. | |
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Result Exportability Options for exporting optimization results (Excel, PDF, CSV). |
Professional asset allocation tools almost always support exporting results in various formats. |
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Customizable Dashboards Flexibility to build and customize dashboards for different users/teams. |
Institutional customers require customizable dashboards; referenced as suitable for 'development and communication' of investment strategy. | |
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Charting Capabilities Variety of graphical outputs (charts, histograms, heatmaps, scenario trees). |
No information available | |
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Assumption Traceability Clear visibility into how assumptions are derived and used. |
Transparency of assumptions critical for buy-side; 'tools to develop custom assumptions' suggests traceability supported. | |
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Interactivity Users can interactively change assumptions and view real-time impact. |
No information available | |
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Simulation Outputs Visualization of simulation/model outcomes (fan charts, Monte Carlo clouds). |
Scenario and simulation analysis is a feature offering. | |
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White-Label Reporting Ability to generate branded reports and presentations. |
No information available | |
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Automated Report Scheduling Set up reports to auto-generate and distribute on schedule. |
No information available | |
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Download Formats Number of file formats supported for output downloads. |
No information available | |
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Annotations/Notes Ability to annotate charts and reports with notes or rationales. |
. | No information available |
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Multi-Language Support Options for reports in multiple languages. |
No information available |
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Role-Based Access Control Fine-grained permissioning for individual users and teams. |
RBAC is standard in institutional-grade portfolio analytics tools. | |
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Audit Logging Complete logging of user actions and changes for compliance/audit. |
No information available | |
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Collaboration Tools Real-time note sharing, discussions, and shared workspaces. |
No information available | |
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Approval Workflows Built-in review and approval process for changing key assumptions or outputs. |
No information available | |
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User Capacity Maximum number of active user accounts supported. |
No information available | |
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Version Control Tracking and management of different assumption/model versions. |
No information available | |
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Single Sign-On (SSO) Integration with enterprise authentication standards. |
No information available | |
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User Activity Monitoring Monitoring and reporting of user sessions and activities. |
No information available | |
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Collaboration with External Partners Controlled access and sharing with clients or third-party consultants. |
No information available | |
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Data Room/Document Repository Secure cloud storage for files and documentation. |
No information available |
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Custom Scenario Builder Build bespoke market or macroeconomic scenarios. |
Describes building custom scenario analysis, a common feature in advanced CMA and risk tools. | |
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Historical Scenario Replay Replay and analyze past crisis events (e.g., 2008, COVID-19 shock). |
No information available | |
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Reverse Stress Testing Identify scenarios that would cause portfolio failure or breach risk thresholds. |
No information available | |
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Multi-Scenario Comparison Simultaneous analysis and comparison of multiple market scenarios. |
No information available | |
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Macro Factor Shocks Introduce shocks to macro drivers (rates, inflation) and analyze impact. |
Macro regime forecasting implies ability to stress macro factors and observe impact. | |
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Downside/Extreme Event Analysis Assessment of tail risks and low-probability extreme outcomes. |
Addresses risk through regime-based and proprietary risk models, implying downside/extreme event analysis. | |
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Sensitivity Dashboards Visual dashboards to understand key sensitivities. |
No information available | |
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Fast Scenario Computation Average time to run and present a new scenario simulation. |
No information available | |
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Pre-Built Scenario Libraries Library of pre-defined macro and market scenarios. |
No information available | |
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Scenario Export/Documentation Ability to export scenario specifications and results for audit and review. |
No information available |
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System Uptime SLA Percentage uptime guaranteed by the vendor. |
No information available | |
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Concurrent User Support Maximum number of simultaneous users supported. |
No information available | |
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Calculation Speed Median time required for full assumption modeling and optimization run. |
No information available | |
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Cloud Compatibility Capability to deploy or access securely via cloud infrastructure. |
Modern institutional analytics platforms are largely delivered by secure cloud access. | |
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On-Premise Option Available as an installable solution within internal firewalls. |
No information available | |
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Data Encryption (at rest/in transit) Full encryption of data both when stored and transmitted. |
Institutional data handling standards strongly imply full encryption in transit and at rest. | |
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Multi-Tenancy Support Segregation of data and resources for different clients or teams. |
No information available | |
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Penetration Testing Certification Regular external security testing and reporting. |
No information available | |
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GDPR/Regulatory Compliance Adherence to relevant data privacy, retention, and usage regulations. |
Institutional solution from a reputable financial technology vendor must demonstrate regulatory compliance. | |
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Disaster Recovery/Backup Automated backup schedule and recovery protocols. |
Enterprise-grade financial applications provide disaster recovery and backup. |
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Custom Assumption Models Users can build and integrate bespoke modeling assumptions. |
Describes support for custom capital market assumption models. | |
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Open API Access Rich, documented APIs for both data ingestion and result extraction. |
No information available | |
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SDK Availability Software development kits for developer customization or embedding. |
No information available | |
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Scriptable Workflows Use of scripting languages or formula editors for workflow automation. |
No information available | |
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Modular Architecture Core modules plus optional add-ons/plugins for increased flexibility. |
No information available | |
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Integration with Portfolio Management/Order Systems Ready-to-go interfaces with downstream execution or monitoring systems. |
Positioned for asset allocation and monitoring, which would require integration or links to downstream systems. | |
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Custom UI Components Build/edit custom user interface components for specific needs. |
No information available | |
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Custom Report Template Design Create and save personalized report formats and templates. |
No information available | |
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Plug-In Marketplace Access Access to a community or marketplace for add-ons/extensions. |
No information available | |
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Script Execution Time Average time to run custom scripts or extensions. |
No information available |
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Multi-Factor Risk Models Incorporate multiple risk drivers and factor models. |
Explicitly mentions proprietary risk models and scenario/attribution analysis; multi-factor models assumed. | |
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Ex-Ante/Ex-Post Risk Reporting Forward-looking (ex-ante) and backward-looking (ex-post) risk analytics. |
Forward- and backward-looking risk is implied by scenario and attribution tools. | |
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Historical VaR & Expected Shortfall Calculation and reporting of Value at Risk and ES based on history. |
No information available | |
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Stress/Scenario VaR Model stress-testing and VaR under defined scenarios. |
Proprietary risk models would support stress-testing/VAR under scenarios. | |
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Contribution to Risk Attribution of risk to individual assets or allocations. |
Risk attribution is a core feature in portfolio optimization and analytics. | |
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Attribution by Macro Factors Show exposure and risk/return attribution by macroeconomic or style factors. |
No information available | |
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Risk Reporting Frequency Supported data/reporting periodicity for risk analytics. |
No information available | |
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Drill-Down Analytics Ability to analyze at asset, sector, region, and risk factor levels. |
The description of analytics and attribution down to specific drivers implies the existence of drill-down analytics. | |
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Comparative Portfolio Analysis Compare risk across proposed vs. existing portfolios. |
No information available | |
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Visual Risk Heatmaps Graphical display of risk concentrations and hotspots. |
No information available |
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Dedicated Account Manager Assigned point of contact for support queries and escalation. |
No information available | |
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24/7 Technical Support Round-the-clock helpdesk availability. |
No information available | |
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Online Knowledge Base Comprehensive, searchable user manuals and guides. |
No information available | |
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Onboarding/Training Programs Structured training sessions and onboarding support. |
No information available | |
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Release Notes & Change Alerts Regularly published updates on product changes. |
No information available | |
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User Community/Forums Access to discussion forums and product user groups. |
No information available | |
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Custom Training Materials Bespoke training resources tailored to firm workflows. |
No information available | |
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Multichannel Support Support available via email, phone, and chat. |
No information available | |
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API/Developer Documentation Extensive, well-maintained documentation for technical integrations. |
No information available | |
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User Feedback Mechanism Platform for submitting enhancement requests and feedback. |
No information available |
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