L’approche Big Data en finance de marché 1/2

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L'outil ActivePivot de Quartet FS dans l'approche Big Data en finance de marché

L'outil ActivePivot de Quartet FS dans l'approche Big Data en finance de marché

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  • 1. Quartet FS Powering Operational Decision Making in the Big Data Era www.quartetfs.com
  • 2. About Quartet FS Solving the operational decision-making needs of business users working in time-sensitive and data-intensive environments Established in 2005 5 offices      New-York London Paris Singapore Hong Kong 70+ employees 50+ implementations 30 client organisations 6 ISV & SaaS partners
  • 3. ActivePivot™: Market recognition “Quartet FS…….the surprise package of our study in that the Gartner Cool Vendor, In-Memory Computing 2013 Gartner Hype Cycles “Sample vendor”, especially: - Supply Chain Management 2012 - Business Activity Monitoring 2012 - Big Data 2012 - In-memory computing technologies and Analytical InMemory database systems company is already in a position to boast of a number of top- tier financial institutions using its ActivePivot in-memory analytics product”.
  • 4. Big Data TIMESENSITIVE Intraday, real-time DATAINTENSIVE Exponential volumes COMPUTINGINTENSIVE New metrics & calculations
  • 5. CVA : Compute-intensive calculations 1 trade = 1,000 simulations 200 time points = 200,000 simulations 100,000 trades = 20,000,000,000 simulations 20 Billion simulations = (8-20 TeraBytes of data)
  • 6. Enabling Data-and Event Driven Decision Making In-Memory Computing Using ActivePivot, our clients are able to embed high performance analytics into their organizational processes so that action can be taken at the right time. Mixed Workload DBMS ActivePivot Real-time data aggregation and calculations Multidimensional analytics
  • 7. The Essence of Multidimensional Analytics Meaningful KPIs Speed Freedom of analysis
  • 8. What Are the Alternatives Today? Meaningful KPIs Meaningful KPIs Meaningful KPIs or or Freedom of analysis Speed Legacy OLAP Speed Freedom Speed of analysis Visualisation software Freedom of analysis In-Memory SQL Database
  • 9. ActivePivot in the Analytical Landscape Meaningful KPIs ActivePivot Speed Freedom of analysis
  • 10. Some Use Cases in Financial Services Enterprise Risk Management       Real-time, cross-asset VaR, Credit risk (PFE, CVA) P&L explain Liquidity IM/VM Collateral optimisation Front-office Risk       Position keeping, sensitivities Real-time desk trading Limit monitoring FX book management Real-time P&L Continuous hedging Technology Enablers Aggregation of non linear data from multiple sources Calculation capacity to run on large data sets Predictive Analytics and “What-if” simulations Instant response times for dynamic analysis Data analysis across many dimensions Consolidation data across heterogeneous data silos
  • 11. An Open Aggregation and Calculation Framework ActivePivot    Aggregates data incrementally and in real-time Executes complex computations based on your business logic Supports on-demand “what-if” analysis on real-time data HETEROGENEOUS DATA SOURCES PREPROCESSING  Data enrichment  Pre-calculations  Custom rules AGGREGATION POST-PROCESSING  Incremental updates  Computes complex measures  On the fly aggregation  Reacts to real-time streaming  What-if analysis  Intuitive exploration  Alerts  Includes user specific behaviour USER INTERFACE
  • 12. ActivePivot Key Features In-Memory, Object-Based Database Multiple systems consolidation Object oriented (vectors, matrices, …), intuitive data representation Non-linear aggregations Very fast multi-threaded loading and aggregation (64B Java 1.6) Open choice of user interfaces (MDX) Real-time (incremental) Transactional Engine Multiple object input flow: Trade flow, Market data flow, etc. Push & Pull technology Alerts (continuous queries) Distributed Deployment Horizontal Distribution Polymorphic Scalability
  • 13. ActivePivot Sentinel Builds On and Extends ActivePivot SEAMLESS INTEGRATION ActivePivot Sentinel Application REAL-TIME ALERT + Input stream Streaming and Processing Complex business rules AP Live RECORDED DATA Email
  • 14. Thanks ! Armen TCHILIAN Head of Sales and Solutions, Paris Mail : armen.tchilian@quartetfs.com Tel : +33 1 40 13 84 52 QUARTET FS (Paris, London, New York, Singapore) 2, rue Jean Lantier 75001 Paris, France Tel : +33 1 40 13 91 00 Site internet : www.quartetfs.com