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Market Data
Pricing data is Our philosophy is to use the last available price on or before the date being valued.
In most cases we use pricing data as provided by Bloomberg. At 5Currently we take a single snapshot every business day at around 5.30am Singapore time (just after the last US exchanges closed) all End-of-Day price data for the previous day is downloaded.
All stored calculations will be done after this data has been made available.
All current information on the website relies on this latest available pricing information.
Whenever securities do not have daily prices available the calculations will revert to the last available price - however dated this may becloses). In future we intend to use streaming data. For securities where a price is not provided by Bloomberg (e.g. most privately owned securities, a lot of hedge funds, real estate and other non financial assets, most OTC derivatives etc.) we use the last available price from the relevant statement.
In case of bonds, we take both clean price and dirty price (which is clean price + accrued interest) from the data feed. Therefore, by implication, the accrued interest on a bond is calculated only till the last available price date (i.e. we do not manually calculate and keep adding accrued interest to bonds that are illiquid and there no price data)
All end of day calculations are done after the pricing data has been downloaded.
Portfolio > Holdings
This screen is showing the allocation of assets in the portfolio.
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