Future Roadmap - sgajbi/portfolio-analytics-system GitHub Wiki

4. Future Roadmap

The Portfolio Analytics System is built on a flexible and extensible architecture that allows for continuous innovation. This roadmap outlines our vision for the product's evolution, focusing on delivering increasing value to our clients.

Short-Term (Next 3-4 weeks)

These items represent incremental enhancements that build directly on existing capabilities.

  • Enhanced Dashboarding & Reporting Support:

    • Introduce new, pre-aggregated API endpoints designed to efficiently provide custom investment reports. This will provide aggregated metrics like monthly performance, asset allocation breakdown, portfolio asset under management, portfolio positions, transactions, income summary, and activity summary.

  • Portfolio Performance Analytics Module:

    • Introduce a new performance-calculator-service to compute industry-standard performance metrics, including Time-Weighted Return (TWR) and Money-Weighted Return (MWR). This is a critical feature for competitive client reporting and analysis.

  • Broadened Test Coverage:

    • Increase unit and integration test coverage across all microservices to further enhance system reliability and reduce the risk of regressions.

Medium-Term (Next 5-9 weeks)

These are major new features that will unlock significant new business capabilities.

  • Portfolio Performance Contribution Analytics Module:

    • Develop analytics to break down portfolio returns and attribute performance to specific assets or sectors, providing deeper insights into what drives performance.

  • Automated Portfolio Review Reports:

    • Create functionality to generate comprehensive portfolio review reports, suitable for client meetings, which consolidate positions, performance, and activity into a single view.

  • "What-If" Scenario Analysis API:

    • Create a powerful new API that allows advisors to simulate the potential impact of future trades on a portfolio's tax liability, asset allocation, and risk profile. This serves as a premium tool for creating investment proposals or aligning a portfolio with a new risk budget or strategic asset allocation (SAA).

Long-Term (10 to 15 weeks)

These strategic initiatives are focused on positioning the platform as a market-leading enterprise solution.

  • AI-Powered Anomaly Detection:

    • Develop a new machine learning service that consumes the transaction stream to identify anomalies in real-time. This could flag unusual trade sizes or deviations from a client's typical activity, providing an automated layer of risk and compliance monitoring.

  • Advanced Portfolio Management Analytics:

    • Risk Analytics Module: Introduce endpoints to calculate and expose key portfolio risk metrics such as Volatility, Sharpe Ratio, Sortino Ratio, and Value at Risk (VaR).
    • Asset Allocation & Drift Analysis: Provide tools to analyze a portfolio's current asset allocation against its strategic targets and report on allocation drift over time.
    • Portfolio Rebalancing Tools: Develop APIs to support portfolio rebalancing, suggesting trades required to bring a portfolio back in line with its model allocation.

Future

  • Formalized Third-Party Integration Framework:

    • Build a pluggable integration framework (e.g., via webhooks or a dedicated API) to seamlessly connect the platform with external systems, such as proprietary risk modeling engines, tax optimization software, or CRM platforms.

  • Certified Multi-Cloud & Hybrid Deployments:

    • Formalize and certify deployment templates (using Helm and Terraform) for major cloud providers (AWS, Azure, GCP) and provide a supported path for on-premise installations to meet the needs of large, regulated enterprise clients.