Data
Solutions
We provide data you can trust. Our platform combines seamless API connectivity, independent validation, advanced cleaning and enrichment, and flexible delivery formats to ensure every dataset is accurate, consistent, and ready for analysis, however you choose to use it.
API
Our API allows seamless integration of LumRisk’s analytics into your existing systems and workflows. Whether you need automated portfolio rebalancing, risk monitoring, data warehousing, or custom reporting, the API gives you direct access to the full breadth of the platform’s capabilities. Endpoints support portfolio construction, PCA analysis, and factor regressions, while also enabling you to extract any data point available on the platform—including positions, factor exposures, sensitivities, stress tests, and performance metrics. This provides a flexible, automated, and scalable way to embed LumRisk within your internal infrastructure.
Independent Data Validation Framework
Our data quality control framework ensures the accuracy and consistency of every dataset we process. Automated checks validate daily and cumulative returns, monitor changes in positions and constituents, and flag missing or inconsistent files. Key risk sensitivities are compared against expected ranges to detect anomalies early. Security identifiers and completeness are also verified to prevent modelling errors. These layered controls ensure that any irregularities are identified and resolved promptly, so only clean, reliable, high-quality data feeds your analytics and reporting. We continuously enhance our control framework and can accommodate custom controls tailored to your portfolio.
Data Cleaning & Enrichment
Our data pipeline applies state-of-the-art cleaning, normalization, and enrichment processes to prepare every dataset for robust analysis. We harmonize identifiers, complete missing information, validate exposures, and ensure weights reconcile. Data is then formatted to meet risk-engine specifications, enriched with proxies where required, and subjected to reasonableness checks after modelling. This guarantees that every input to the analytics engine is accurate, consistent, and ready for production-quality risk and performance reporting.
Data Delivery
We deliver clean, enriched, ready-to-use datasets in the formats required by your internal systems. Output files can be produced for ingestion into platforms such as RiskMetrics, BarraOne, Aladdin, Bloomberg PORT, or any proprietary infrastructure you use. Alternatively, data can be consumed directly through LumRisk’s own analytics platform, providing instant access to risk, performance, factor, and stress-testing outputs with full drill-down capabilities.