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Merrill Lynch's Global Equity Analytics application (GEA) is
a powerful, easy-to-use portfolio analytics and trading tool that
combines extensive proprietary quantitative data models with real-time
and historical data from BloombergTM.
With GEA, you can view fundamental and technical analysis of your
portfolio and access new state-of-the-art liquidation tools for
running impact estimates and "what-if" scenarios.
Sophisticated and Flexible Analytics Package
- Information via the Bloomberg API, including real-time, descriptive
and historical data
- Portfolio metrics including sector, style, country, market
impact, risk and index comparison
- Support for global portfolios including all equities, cash
and equity futures assets available via Bloomberg
- Connections to individual order management systems
Easy to use
- Portfolio uploads through Microsoft® Excel (just cut and
paste directly into GEA)
- View, print and export a wide variety of reports, including
risk bid sheets, heat-maps, currency exposures and post-trade
- Drive your own calculations, such as liquidity measures, index
tracking and strike price for pre- and post-trade reports
Identify Outliners with Pre-Trade Analysis
- Liquidity charts highlight demanding positions
- Tracking error relative to a standard or custom index.
- Historical performance of the trade list.
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Pre Trade Analysis |
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Estimate impact and Generate waves with the OPL Model
- View the balance between duration and estimated impact.
- Select the combination of duration and impact that meets
your goals.
- Generate waves that will liquidate your portfolio while
optimally reducing VAR
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OPL Model |
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