Welcome

Welcome to D3X! We offer institutional investors a next-generation data-driven investment platform that brings tier-1 portfolio engineering and management capabilities to the broader market in a highly functional and accessible SaaS environment. This documentation portal provides users and developers an overview of the platform, including API reference material and recipes to get you started. For any questions, please feel free to reach out to [email protected].
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Platform Principles

Functional Elements

Data Management

Manage reference data, market data, fundamental data, risk models, benchmarks, investable universes as well as user-defined time series in the cloud and at an incredible scale. The D3X platform is designed to allow customers to easily integrate their own data sources and then leverage those artifacts in complex analytical operations such as portfolio optimizations and back-tests.

Portfolio Optimization

Leverage a market-leading optimizer to create innovative portfolios while controlling for transaction costs and a complex array of constraints. Our open architecture offers access to multiple optimization engines via a single API. The D3X Universal Optimizer interface allows clients to choose their underlying engine in order to manage costs while offering access to all the features they need for a specific problem.

Strategy Simulation

Run high-fidelity back-test simulations that replicate a portfolio re-balance with precision while providing detailed analytics on strategy performance. The D3X back-tester is deeply integrated with our optimizer allowing customers to run back-tests that simulate all the complexities of managing a live portfolio. With zero loss in translation, simulated strategy configurations can be deployed in production with a high degree of confidence.

Portfolio Management

Manage live portfolios using our integrated Portfolio Management System (PMS) with an unrivaled web-based UX. Integration with third-party Execution Management Systems for order execution offers out-of-the-box connectivity. With our open architecture, we have made it easy for customers to integrate with their own proprietary OMS / EMS.

Performance Attribution

Generate point-in-time and time-series decompositions of risk and return in order to understand strategy performance. Augment industry factor models with your own custom factors in order to explain the residual return. Support for Brinson attribution and other methodologies is provided out-of-the-box, otherwise, leverage our open API to access the raw performance data to perform your own ad-hoc analysis.

API Access

There are two approaches to interface with the D3X platform programmatically, either directly via the REST API, or via the D3X Python Software Development Kit (SDK). The SDK offers data scientists a familiar environment using well-known libraries such as numpy and pandas and a Pythonic interface to program against. The REST API is language agnostic of course and is, therefore, the preferred approach to integrating from non-Python environments.