State Street Launches GX Investment Labs℠ to Support Clients’ Investment Decisions
March 05 2015 - 10:55AM
Business Wire
Suite of Investment Applications Include Risk Management,
Liquidity Modeling and Asset Allocation Portfolio Tools
State Street Corporation (NYSE: STT) announced today that it has
launched GX Investment Labs℠, a suite of interactive applications
that can be used by clients to inform their investment process.
According to a recent survey, commissioned by State Street of more
than 400 senior executives at investment organizations, advanced
data tools and practices will be the most powerful drivers of
change in the finance industry over the next decade (95 percent
plan to invest more in their data and analytics capabilities over
the next three years1).
“Investors need tools that can analyze their portfolios across
multiple asset classes, investment regimes, and allocations,” said
Will Kinlaw, senior managing director and head of research and
investment strategies at State Street Global Exchange. “GX
Investment Labs convert our most widely followed research ideas
into practical and interactive tools that help our clients apply
them to their portfolios.”
GX Investment Labs encompasses three new portals, each with a
distinct focus: dynamic risk management, liquidity modeling, and
asset allocation.
- GX Risk Lab enables clients to
create, analyze, and monitor daily risk indices based on the
absorption ratio, centrality, turbulence, volatility surprise and
correlation surprise. It can be used to measure a portfolio’s
intrinsic risk and performance or applied to specific scenarios and
markets. Clients can design stress test scenarios, event studies
and dynamic filter rules and monitor their collection of signals on
a daily basis and configure custom automated alerts.
- GX Liquidity Lab is a flexible
simulation environment that enables investors to estimate the
shadow return and risk associated with the ways they trade and
deploy liquidity. Simulations can model regime-switching dynamics,
specific rebalancing rules and potential capital call
distributions.
- GX Portfolio Lab is a toolkit
spanning multiple optimization algorithms and risk budgeting tools.
Clients can identify optimal asset allocations given specific
preferences and capital market assumptions, control for
benchmark-relative risk and non-normal return distributions and
analyze within-horizon risk distributions.
Also included in the GX Investment Labs is the recently launched
GX Private Equity Portal which allows clients access to State
Street’s private equity universe and offers the ability to design
custom benchmarks and perform manager peer comparisons.
More labs are in development and are expected to launch
throughout 2015. To learn more about GX Investment Labs, click
here.
About State Street
State Street Corporation (NYSE: STT) is one of the world's
leading provider of financial services to institutional investors
including investment servicing, investment management and
investment research and trading. With $28.19 trillion in assets
under custody and administration and $2.45 trillion* in assets
under management as of December 31, 2014, State Street operates in
more than 100 geographic markets worldwide, including the US,
Canada, Europe, the Middle East and Asia. For more information,
visit State Street’s web site at www.statestreet.com.
* Assets under management include the assets of the SPDR® Gold
ETF (approximately $27.3 billion as of December 31, 2014), for
which State Street Global Markets, LLC, an affiliate of SSgA,
serves as the distribution agent.
1. State Street 2015 Data and
Analytics survey, conducted by Longitude Research
CORP-1316
State Street CorporationAnne McNally,
1-617-664-8576AEMcnally@StateStreet.com@StateStreet
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