Riskalyze takes pride in analyzing most investments at the investment level, rather than making asset allocation mapping assumptions or other approaches. Our core analysis engine takes the actual price history of stocks, ETFs, and mutual funds to generate our analytics. Structured products are unique in that they have a finite life cycle and an inadequate amount of historical trading prices.
Riskalyze partners with Halo for structured products analytics.
How It Works
First, Halo derives a current market price for a given structured note taking into account the performance of the underlier(s), inception, the note’s payout, and protection levels; while also accounting for the remaining time expected to maturity.
Second, Halo incorporates implied volatility in the 6-month options market to create a probabilistic distribution of outcomes over the time horizon for the underlier(s).
Third, with proprietary price simulations and implied volatility calculations, Halo provides a 6-month return range associated with the Riskalyze Risk Number.
Should you have a request for coverage on a specific existing structured product in Riskalyze, please email us at care@riskalyze.com and we’ll be happy to help.
How to get access to Halo SSO
Riskalyze currently has more than 35,000 Structured Notes on our platform, and we continue to add more every day! Through our partnership with Halo, advisors — who opt-in — will be able to access their client’s notes through the Halo platform single sign-on.
Any account that is synced via a custodial integration or entered manually will have access to review Structured Notes. To begin, click on the square/arrow icon which will launch the single sign-on into Halo.
Once you are in Halo, you will need to agree to the User Agreement Terms and click Accept.
If you are interested in gaining access to the Halo partnership, please reach out to your Relationship Manager or our Customer Care Team at care@riskalyze.com.
