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Real Time P&L

For hedge funds we've developed real time P&L in both VB.Net and Excel VBA. The VB.Net was interfaced with Excel and Bloomberg to retrieve instaneous real-time prices for multiple books.

Another system was developed for a fund of funds that reported P&L based on the start of day positions. Users were able to view the P&L by:

  • Manager
  • Currency
  • Holding
  • Instrument type (ie Stock, Future, Option)
  • Top P&L
P&L would be refreshed each 30 minutes and would be emailed to senior executives on an hourly basis. System also contained process to manage and resolve price issues and corporate actions. System was developed in Microsoft Excel-VBA, MySQL, Sybase.