Sigma Computing Consulting for Hedge Funds and Asset Managers
Give analysts back the hours they spend rebuilding positions, P&L and exposure in Excel every morning. We build Sigma workbooks on Snowflake that refresh on their own and still feel like a spreadsheet.
The short answer
Where the Hours Go Today
- Someone rebuilds the positions and P&L file from overnight exports before the morning meeting.
- Exposure and risk views live in Excel models that only one analyst fully understands.
- Investor and performance reports take days of copying numbers between workbooks each month.
- Looking up what the book looked like on a past date means finding an old file.
Sigma Workbooks We Build
- Daily Positions and P&L
- Positions, prices and daily P&L by fund, strategy and security, read from dated Snowflake tables so any past day can be reopened.
- Exposure and Risk Views
- Gross and net exposure by sector, country, currency or strategy, with drill paths from the fund down to the position.
- Investor and Performance Reporting
- Monthly performance and investor packs built from the same tables as the daily views, with scheduled PDFs instead of hand-built decks.
- Excel Model Replacement
- We move the logic out of fragile spreadsheet models into Snowflake and Sigma, then check the new workbook against the old model before anyone switches.
Why Sigma Fits
- Analysts already live in Excel
- Sigma works as a spreadsheet grid with over 200 functions on live warehouse data, so analysts can build and check numbers without learning SQL.
- No extracts to refresh
- Sigma queries Snowflake directly, so the morning view reflects the latest load without anyone exporting or refreshing a file.
- Inputs where analysts need them
- Input tables let users enter marks, notes or adjustments that are stored in the warehouse, so manual inputs stop living in side spreadsheets.
Data We Connect
- Order and execution management system
- Fund administrator files
- Prime broker files
- Market data feeds
- Accounting system
- Excel models and manual marks
- Snowflake
Common questions
Is Sigma good for hedge funds?
Sigma fits funds whose analysts think in spreadsheets and whose data is already in, or moving to, a cloud warehouse such as Snowflake. It gives them a familiar grid on live data instead of copies of exports.
Can Sigma replace Excel for portfolio reporting?
For recurring reports such as daily positions, P&L and exposure, yes. We move the logic into Snowflake and Sigma and check the results against the existing Excel model before cutover; one-off analysis can still happen in a spreadsheet.
Can we see positions as of any past date?
Yes, if the history is stored in dated tables. We set up Snowflake so each day is kept, then add a date control in Sigma so analysts can reopen any past day.
How long does a Sigma build take?
It depends on how many sources you have, how much history you need and how clean the files are. We scope it on a short call, starting with one report.
Who leads the Sigma work?
We are an independent consultancy, and the work is led by a Sigma-certified consultant.
Bring the report that eats your week
We'll look at it with you and say what Sigma would save. No pitch deck.