MARKET DATA PLATFORM

Track Your Complete Investment Universe

Private funds + public holdings in one place. Market-linked projections for realistic scenarios. Total portfolio view across all asset classes.

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The Problem with Siloed Tools

Most portfolio management tools force you to choose: private fund tracking OR public portfolio management. Not both.

The Status Quo

  • Private fund tool for PE/VC/Credit (doesn't track stocks)
  • Separate brokerage platform for public holdings (doesn't project forwards)
  • Excel to stitch everything together (breaks constantly)
  • No correlation modeling between private and public exposures

Nagare Approach

  • One platform: Private funds + public holdings side-by-side
  • Total portfolio view: Blended allocation and risk metrics
  • Market-linked projections: Model PE/VC correlation with S&P 500
  • Realistic scenarios: Stress-test portfolio with actual market conditions

How Nagare's Market Data Platform Works

Server-side infrastructure that ingests, normalizes, and snapshots market data for reproducible projections.

FEATURE 1

Multi-Provider Data Ingestion

Ingest equities, FX rates, and macro series from multiple providers, then normalize everything into a single data model:

  • •EODHD: Daily adjusted equity and ETF prices
  • •FRED: Treasury yields, inflation, and credit spread series
  • •ECB: Historical FX rates for 20+ currencies
# Sync market data
POST /api/market-data/sync
{
"provider": "yahoo",
"universeId": "macro-core",
"createSnapshot": true
}
// Instrument identifier normalization
ISIN:US0378331005
CUSIP:037833100
Ticker:AAPL
→ Canonical Code: AAPL-XNAS
FEATURE 2

One Instrument, Many Sources

Stop fighting ticker chaos. Nagare keeps a single canonical instrument per security, even when custodians and data providers use different codes.

  • •Map ISIN, CUSIP, ticker and other IDs into one clean instrument record
  • •Prevent duplicates and broken joins across providers and statements
  • •Give analytics and AI a reliable universe to work with
FEATURE 3

Snapshot-Pinned Reproducibility

Every projection is pinned to a market data snapshot with "as-of" semantics:

  • •Reproducible: Re-run projections with exact same market data
  • •Time-travel: "What was the S&P 500 on 2023-09-01?"
  • •Audit trail: Full history of market data revisions

Example: Reproducible Projection

Snapshot ID: SNAP-2025-11-01 8JfK2aQz
Frozen At: 2025-11-01 00:00 UTC
Instruments: SP500-TR, R2000-TR, MSCI-EAFE-TR

Every Monte Carlo simulation pinned to this snapshot produces identical results.

Correlation Example

Fund: Growth Equity III
Alpha: 8% • Beta vs S&P 500: 1.2
Monte Carlo Outcomes:
P10 (Bear): S&P -20% → Fund -16%
P50 (Base): S&P +8% → Fund +18%
P90 (Bull): S&P +25% → Fund +38%

Realistic scenarios tied to actual market conditions.

FEATURE 4

Market-Linked Monte Carlo

Model private fund returns correlated with public markets:

  • •Alpha + Beta model: rt = α + β × markett + εt
  • •Calibrate to IRR: Preserve target IRR while modeling market exposure
  • •MOIC-first: Avoid unrealistic NAV paths in PE projections

Curate Your Coverage with Universes

Organize instruments into tenant-scoped lists to manage coverage and drive ingestion jobs.

💱

FX Rates (Major)

Power multi-currency conversions and FX analytics.

FX-EURUSD-SPOT
FX-GBPUSD-SPOT
FX-USDJPY-SPOT
FX-USDCHF-SPOT
FX-USDCAD-SPOT
📈

Core Market Data

Baseline factors/benchmarks for calibration and MC growth models.

SP500-TR
R2000-TR
MSCI-EAFE-TR
IG-TR, HY-TR
UST2Y, UST10Y
🎯

Holdings Universe

Auto-populated from your portfolio holdings for fresh data.

Background job scans holdings → resolves identifiers → syncs members → keeps data fresh

Built for Reliability

Enterprise-grade infrastructure with append-only data model, incremental ingestion, and versioned revisions.

Data Model

  • •Append-only observations: Never overwrite, always revision with ULID
  • •Monthly series partitioned: Fast queries for time-series data
  • •Sync state tracking: Last synced date + cursor for delta ingestion
  • •QC flags: MISSING_GAP, OUTLIER, BACKFILLED, FX_APPROX

Ingestion Pipeline

  • •Server-side only: Clients trigger, servers fetch
  • •Delta ingestion: Fetch only new data since last sync
  • •Safety backfill: 3-5 days overlap to catch late revisions
  • •Rate-limit backoff: Token-bucket + exponential backoff

Ready to Track Your Complete Portfolio?

Private + public in one place. Market-linked projections. Total portfolio view.

Start FreeSchedule Demo

Free for up to 10 private funds • No credit card required