Post on 27-Dec-2015
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R/Finance 2012
11th May 2012Kirk Wylie, CEO,
OpenGamma
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OpenGamma Platform
• Single solution for all analytics applications• Live trading applications• Ad-Hoc Pre-Trade analytics• Near-Real-Time risk management• Batch/Overnight risk management
• Designed for integration• Leverage proprietary in-house systems• Integrate with existing vendor solutions• White-box as part of a comprehensive offering
• Comprehensive solution• Everything from a comprehensive risk and analytics platform for
trading• Scales from individual trader to enterprise-wide use
• Asset-class neutral
• Open Source – APLv2
– Yes, really!
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Key Features
• Unified Analytics Calculation Infrastructure• Ad-Hoc, Near-Real-Time/Streaming and Batch in one architecture• Re-use all integration with proprietary modules across all projects
• Radically Open Architecture• Every component can be replaced at customer site• Every component can be used independently• Built with the needs of Tier-1 institutions in mind
• Modern, Distributed Architecture• RESTful endpoints to all services• MOM-based data distribution possible for all connections• Web-scale techniques used throughout system• Components configurable through Dependency Injection
• Source Code for All Modules at Your Fingertips
• Modern Analytics library
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OpenGamma + R
• Primarily for scenario analysis and stress testing
• Pull in all types of data – appear as native R objects
• Drive shocks, stress tests, and historical simulations (including perturbing market data at either individual ticker or tensor level)
• Customizable securities and portfolio simulations controlled from R
• Create custom trades and portfolios for what-if scenarios
• Put your entire distributed environment behind your R workstation
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Thank You!
www.opengamma.com@OpenGamma
info@opengamma.com+44 20 3416 3333
185 Park Street, London SE1 9BL, UK