SHARP™ is used by money managers to consolidate multiple prime brokerage or custodian relationships into a single reporting platform. Its dynamic and customizable web-based reporting platform features Merlin’s exclusive Shadow, Attribution, Risk and Performance (SHARP) reporting technology.
SHARP facilitates transaction-based attribution, risk reporting, exposure over time analysis, and custom bucketing of portfolio characteristics. It also includes a bespoke reporting tool that allows you to customize your own reports.
In a multi-prime environment, SHARP optimizes your workflow and provides robust performance and risk analytics across your entire portfolio
Multi-custodian/multi-prime reporting solutions
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Delivering the full suite of portfolio reporting and performance attribution solutions whether you maintain a prime brokerage relationship with Merlin or not.
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Integrating positions, performance, and transactions into one system for risk management and attribution.
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Preserving confidentiality because unlike investment banks Merlin has no proprietary trading accounts.
Merlin’s reporting system features:
End of same day reporting
No overnight batch reports
Accurate daily exact IRR performance measurement with position level accruals
Tax lot level granularity increases accuracy and allows for bucketing of data by standard or customized schema
Trader and analyst level trade tagging for enhanced performance tracking
Multiple Brinson Models to calculate relative performance attribution versus a benchmark
Exposure-over-time reports tracking intra-month activity
Risk reporting
Single factor risk models and delta adjusted position reports
Layering reports
Gain/Loss breakdown based on layering break points
Wash Sale reports
Warning and deferred loss