FinFolio | Portfolio Management Software Blog

Trading is one part of the back office where advisers sweat the details. Over my years in the industry, it is the second-most common area to have customization requests (#1 being client reports). Every trading system in the industry has different limitations, including FinFolio.

FinFolio is happy to announce we have exposed the entire trading workflow in our REST API. This gives technology-savvy wealth managers the ultimate tool for tweaking the trading process. Everything you can do from our software, you can now do programmatically. Rebalancing, security-level trading, FIX order management, tax lot harvesting--all of it available in the API.

Good portfolio management software is extensible, which means a REST API. The FinFolio portfolio management REST API has 100+ financial calculations, including rates of return and US tax calculations. It handles fixed income instruments, options, and other special asset types. Developers can work with raw JSON data or run preconfigured HTML and PDF reports.

Portfolio management software normalizes and consolidates all of your investment account information into one place. This naturally leads to users wanting to access this data programmatically, repurposing it to different services, and making changes to the data from other tools.

Today we launch the next generation of FinFolio's client portal. It has numerous improvements over the old portal.

Overview

The FinFolio client portal is your online interface with your clients. You can exchange documents with them in the secure document vault, including your quarterly reports which avoids printing costs. Give clients live access to any FinFolio report, allowing them to self-service many information requests, further reducing your support burden.

Every element of your client portal is customizable. You can remove access to certain functionality or add new functionality like blogs and informational pages. Your portal will be customized with your fonts, graphics and other branding.