Case Study: Harness Liquid Macro achieves accurate, reliable turnkey derivatives valuation and risk analytics with FINCAD Analytics Suite

Why Startup Hedge Fund Harness Liquid Macro Chose FINCAD Analytics

Harness Liquid Macro, a boutique startup hedge fund in London that trades liquid global macro strategies across G10 markets (with both exchange-traded and OTC Interest Rates and FX derivatives), needed a valuation solution that was accurate, reliable, easy to use, and quick to deploy on desktop as a turnkey tool. Given their familiarity with and administrator’s use of FINCAD, they chose FINCAD Analytics Suite for Excel.

FINCAD’s Analytics Suite for Excel is used daily at Harness Liquid Macro to price interest-rate swaps, calculate NPV, generate forward curves, run scenario analyses, and produce options greeks; customized workbooks and Bloomberg integration provide real-time valuations and risk monitoring. The result is trusted, fully documented analytics used every day to monitor and value positions, and Harness plans to extend FINCAD into its middle-office risk management via FINCAD Analytics Suite for Developers (F3 SDK).