Press Releases

11 - 10 - 2012

InfoStroy has implemented new features into GAMA for calculations covering long and short positions portfolios.

InfoStroy is pleased to announce the completion of the development work for calculating Long and Short positions in compliance with the Regulation on Risk Reduction.

Our implementation of the computation-intensive coverage calculations for both long and short portfolio positions differs from others by being fully integrated into the GAMA asset management software and thus requires no manual intervention at all.

The system now offers two algorithm for coverage calculation:

• Automatic selection of assets for the coverage based on import of the correlation coefficients from the stock exchange
• Manual selection of assets for the coverage based on the correlation coefficients computed by GAMA for the specified group of assets.

We have also implemented a report for the special depository on the long and short positions coverage.

If you would like to know more about these new features or discuss other feature /functionality in GAMA, please contact Dmitry Roman on Phone +7 (812) 325-9797 or e-mail him directly on DRoman@InfoStroy.com