Calculation Methodology

Canopy is a transaction only booking system. These transactions (irrespective of the asset class, custodian, transaction type etc) are mapped to a single security master and booked in a single trade blotter.

All your data, including this trade blotter (which is called Single Line Transactions) and all calculations done on these transactions are stored in a separate database created just for you.

You can then run our Analytics engine on

• Any combination of these transactions (i.e. Infinitely Configurable Calculations) and

• Output the result in multiple formats (e.g. High End Customized Reporting or Hyper Personalized Dashboards)

Any combination of Transactions is called a Strategy

Transactions in the Single Line Transactions (Excel Add-in) table can be combined in an infinite number of ways. Each such combination is called a 'Strategy'

A Strategy is a group of Transactions

Strategy Definitions Table

Each strategy's definition (i.e. how to determine what transactions qualify for that strategy) is stored in the Strategy Definitions table. This table can be accessed via the Canopy Visualizer and the Excel Add-in. 

Sample here

Typical Strategy Definition table

Infinitely Configurable Calculation Process

The entire process is summarized in the schematic below

Detailed Presentation

A detailed presentation on Strategies can be can also be downloaded from here