Eliminate delays
Replace slow beginning-of-day spreadsheet checks with a controlled view of positions, cash, exposure and exceptions.
IBOR / Investment Book of Record
The portfolio state behind every decision, risk run and report.
IBOR state inside OneBook brings positions, lots, trade-date cash, exposures, corporate actions, orders, scenarios, risk and lineage into one governed investment book. The difference is replayable evidence: the team can see which state every decision, report, API call or MCP workflow used.
Positions 12,846
Trade-date cash $42.8M
Exposure 1.18x
Global Macro Cash OK Risk live
Credit Sleeve 2 breaks Needs review
Long/Short Equity Filled Packet frozen
Rates Overlay T+2 ladder Scenario ready
Controlled positions, exposures and cash in one evidence chain.
The aim is not another static book. IBOR state becomes the shared input for PM views, risk, reporting, Decision Packets and governed API/SDK/MCP access, with source lineage attached to the numbers people actually use.
Portfolio managers and traders
Real-time clarity across strategies, portfolios and teams.
Streamline portfolio state across account structures, strategy sleeves and investment teams with live updates, controlled transactions, full lifecycle tracking and decision-ready snapshots.
Real-time portfolio views
Start the day with clear positions and keep the book current as trades, corporate actions, prices and cash events arrive.
Integrated PMS and OEMS context
Keep portfolio managers, traders and operations aligned with trade intents, order state, fills, allocations and post-trade updates.
Scalable valuation and risk
Calculate exposure, P&L, cash usage, liquidity and risk directly from position-level state and frozen snapshots.
01
Powerful data integration Connect custodian, prime broker, administrator, OMS/PMS, market data, risk, accounting and internal data sources through adapters and validation rules.
02
Single source of truth Give investment, risk, operations and reporting teams the same validated state, updated with clear versioning and source lineage.
03
Data-rich content Carry holdings, transactions, valuations, performance, comments, source files, overrides and evidence notes with the portfolio state.
Master data management
Scale investment operations without losing history.
iBore depends on more than a position table. It needs instrument identity, mappings, prices, corporate actions, transactions, valuation history and data quality controls that can be used across front-to-back workflows.
Embedded trade controls
Manage cash, positions, limits and exposures before they become breaks.
Effective IBOR workflows need accurate trade-date cash, anticipated cash flows, corporate actions, pending orders, settlement timing and portfolio limits in the same place as the PM view.
Real-time trade-date cash balances
See the effect of trading activity, investor flows, corporate actions, fees, financing and other events that change available cash.
Unified views
Keep investment, risk and operations users on the same book while preserving role-specific views, approvals and evidence trails.
Proactive liquidity management
Monitor cash ladders, settlement dates, projected shortages, margin usage and liquidity windows before they become execution blockers.
01
Empower front-to-back operations Connect pre-trade analytics, portfolio construction, rebalance drafts, execution handoff, reconciliation and reporting into one controlled workflow.
02
Focus on alpha Reduce manual reconciliations and status chasing so PMs and traders can respond to opportunity with more confidence.
03
Governed access Expose permissioned IBOR state, cash, risk and lineage through UI, API, SDK and MCP tools with audit metadata.
OneBook layer
Connect IBOR state to PMS, analytics, risk, reporting and governed access.
IBOR state is not valuable only because it is accurate. It becomes valuable when it explains portfolio construction, order intent, reconciliation, risk, scenario analysis, reports and Decision Packets through API, SDK and MCP workflows.
Scalable platform
Risk, performance and scenarios from the same controlled book.
Use the book that portfolio managers trust to model shocks, monitor exposure, review factor and liquidity risk, compare benchmarks and understand the impact of hypothetical trades.
Scale operations
Support growing trade volume, strategy count, account structures and data sources without rebuilding the core book.
Accelerate informed decision-making
Use transparent models, configurable analytics and QJ Decision Packets to explain how the portfolio state drove the decision.
Prepare for uncertainty
Run shocks, macro scenarios, what-if trades and stress tests from the same controlled book used by PMs and risk.
What QJ adds
IBOR plus decision intelligence.
Classic IBOR pages stop at portfolio state. OneBook extends the book into investment memory, same-book risk, governed access and replayable workflows.
Versioned portfolio state for positions, lots, cash, NAV, sleeves, exposures, trade intents, rebalance drafts and exception status.
Risk runs, PM views, CIO reports and extracts reference the same controlled portfolio state instead of separate snapshots.
Every number used in a PM, CIO, IC or investor workflow can link back to source, snapshot, transformation and approval path.
Use governed IBOR state from UI, REST routes, notebooks, exports, webhooks and agent-ready MCP tools.
Freeze the state used in a decision, report or scenario so the team can replay what was known at the time.
Build decisions on portfolio state the team can replay.
See how IBOR state connects source files, PM decisions, risk reviews, reports, API/SDK/MCP access and governed agent workflows without losing the evidence chain.