Zephyr Analytics API

The Zephyr Analytics API enables you to link your online or offline applications to a robust math library and produce industry-accepted MPT/PMPT statistics, returns-based and asset allocation analyses. 

The Zephyr Analytics API is sourced from Informa Investment Solutions' industry-leading analysis and reporting application, Zephyr StyleADVISOR, and robust separate account research application, PSN Enterprise. This offering gives you the ability to leverage our decades of experience, shortening your time-to-market, and increasing your coverage while providing a more reliable, consistent, and cost-effective solution than you could create on your own.

API Specifications

Statistical Calculations

  • Extensive set of MPT and PMPT statistics
  • Rolling, expanding, and simple date range windows are available for all statistics
  • Cash adjust any statistic
  • Calculate any benchmark-relative statistic vs. RBSA style benchmark
  • Calculate a universe of any statistic – both the range in percentiles of that universe and the position of any particular manager in that universe

Asset Allocation Calculations

  • Markowitz mean variance optimization
  • Historical estimates of means, standard deviations, and correlations
  • Group and asset level constraints
  • Relative constraints e.g. Domestic Equity must be more than twice Fixed Income
  • Zephyr’s robust Monte Carlo engine
  • Ability to specify different return distributions at different times in the simulation
  • Arbitrary number of contribution/withdrawal flows
  • Arbitrary number of complex inflation sequences e.g. you can inflate housing education and cost of living at different rates
  • Black-Litterman algorithm

More about the Zephyr Analytics API

  • Runs as a web service
  • Communication protocols include pure JSON, and a custom JSON+binary format to facilitate efficient transfers
  • Optimized for a large number of calculations
  • Combines the statistics library from all legacy Zephyr and PSN products

For a full list of statistics included with the Zephyr Analytics API, see our product flyer.

Learn More

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