Evolve from Data Management to Portfolio Intelligence. Our analytic platform acts a central hub to integrate and automate all your data, analytic software packages, calculations, and reports. Rich data visualizations and custom dashboards can be created to suit your needs.

1. Automated Portfolio Intelligence
& Predictive Analytics
www.blackswanconsultinggroup.com | info@blackswanconsultinggroup.com
— Logic Canvas Platform 2.0 —

2. Automating Portfolio Intelligence to
incorporate Predictive Analytics is a
complex challenge. Developing such a
framework involves bringing together:
Evolving from Data Management to
Predictive Analytics
In a light-speed market with
exponentially accumulating data,
managers need risk metrics that are
tuned to complex market dynamics
and not simply based on short-term
historical performance.
Machine Learning in particular has
the potential to produce predictive
insights if coupled with a suitable data
framework.
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Multiple Data Sources
Analytic Software Packages
Complex Calculations
Reporting Tools
Developers / Quants

3. • Internal Stakeholders
• Risk Management
• Regulatory
• What-if Analysis
• Ad-Hoc Reports
• Pricing
• Stress Testing
• Monte Carlo
• Duration / Convexity
• Value-at-Risk (VaR)
• Cash Flow Analytics
• Deal Model Libraries
• Internal Systems
• Machine Learning
• Simulation Models
• Position Data
• Market Data
• Accounting Data
• Pricing/Valuation
• Internal Research
Analytic Software
Packages
Multiple Data
Sources
Different
Reporting Needs
Customized
Calculations
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Expensive off-the-shelf Portfolio Management software is bloated with
unused features and a rigid framework that make it difficult to add new
components. Many firms bring in developers to design custom workarounds,
but those solutions require manual intervention and results in a patchwork
framework.

4. • Critical reliance on manpower to manually
share information
• Inefficient time-consuming process
• Increased likelihood of introducing errors
• Report generation tends to be ad-hoc
• Inconsistent analysis
• Business logic is ultimately trapped in the
code for each system / component
• Updating / Replacing / Adding components
requires starting from scratch
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Integrating each analytic component through a central hub would facilitate the
flow of information between them. Business logic and processes could be
automated to deliver custom reports that offer new actionable insights and
predictive analytics.
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5. Logic Canvas is Black Swan’s analytic platform that acts as a central hub to connect all your data,
analytic software packages, calculations and reporting needs. With Logic Canvas we create an
automated solution that incorporates advanced machine learning to provide insights into portfolio
risk, integrated with predictive models that can project future performance. It is a single powerful
platform custom-tailored to your business logic.
Multiple Inputs:
• Database Sources
• Analytics Software Packages
• Complex Calculations
Logic Canvas:
Black Swan Product Specialists
and Developers Integrate &
Automate Your Business Logic
Custom Output:
Web Based Dashboard with Data
Visualizations, or Any Reporting
Package of Client’s Choosing
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6. Visual Logic Canvas uses visual programming.
No important business logic trapped inside code.
All business logic is centralized and can be
visually communicated with clients.
Multiple Reporting Options - We will customize
interactive dashboards that support data
visualization tools that offer more actionable
insights.
Integrations We don’t have to re-invent the
wheel. All of the client’s market data, analytic
systems and complex calculations are connected
through Logic Canvas as the central hub.
Automation Data and information is no longer
isolated. Manual tasks can be automated to save
time and reduce the chance for errors.
Flexible Built-in support for .NET, Python, R,
HTML5/JavaScript opens many possibilities for
integration .
Modular – Replace outdated components and
plug-in new modules to add unlimited
functionality.
Transparent All steps of the workflow are
visibly auditable, increasing regulatory
compliance.
Drag and Drop An intuitive interface (no
programming skills necessary) allows product
specialists to create solutions faster.
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7. Logic Canvas can integrate with just about any third-party software that
supports API control. We are constantly developing and growing our number of
pre-built integrations based on customer need.
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8. We currently use Logic Canvas in all of our consulting engagements. Logic Canvas has
the power to fill in your gaps in coverage, to enhance spreadsheets and graphically
create risk management functionality.
Here are some examples of what can be automated:
Custom Scenarios
Extract, transform, load
Using Machine Learning Performance Attribution
Centralized for analysts
Evaluate Performance Transparent calculation logic
Gain fresh insights
Internal or vendor software
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9. Asset managers need to transition from
struggling with data management to
achieving Portfolio Intelligence and
Predictive Analytics.
Since everything is integrated and
flows through Logic Canvas we can
create interactive dashboards that
meet exact business specifications.
Dashboards can be published to the
cloud and accessed from any connected
device.
Model inputs can be changed by
dashboard users on the fly and
calculations refreshed in real-time.
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10. Data Science continues to
transform the financial services
sector. Our framework supports
rich data visualizations and ad-
hoc analysis using business
intelligence such as Tableau and
QlikView.
By integrating and automating
we can centralize and prepare
large data sets for analysis,
delivering valuable, actionable
insights.
Tableau Desktop 9.1
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11. Portfolio Migration
Price Movement
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12. Cash Flow Testing
Portfolio Composition
Trading Activity
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13. Performance Benchmark
Manager StyleSector Exposures
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14. CONSULTATION
It starts with our strong financial expertise. Our specialists will work
with you to understand your goals and identify the inputs and
components where automation can have it’s biggest impact.
DEVELOPMENT
Development happens along side your current systems. Your current
operation are not disrupted in any way. Our team of developers and
quants will use pre-built integrations or build modules to integrate
your data and analytics packages in Logic Canvas.
IMPLEMENTATION
The solution is deployed after the first integration and automation is
complete and grows overtime as new modules are added. Reports are
published via web browser to interactive dashboards or exported to
your software of choice via REST API.
ONGOING SUPPORT
We will continue to work with your team to refine the analytics and
dashboards, replace old and outdated systems, and add new
functionality.
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15. Support Staff
Multi-Disciplinary Team
Technology
Developers
Product Specialists
PhD Quants
• Fully Customized Automated
Portfolio Intelligence Analytics
• Independent Valuations
• Capital Charge Calculations
• Cash Flow Analytics
• Risk Management
• Model Validation
• Audit Support
Team-Based Approach
Our Services Since 2008
Legal, Compliance,
Financial Analysts
Structuring, Trading
& Risk Management
.NET, Python, R,
REST API & SQL
Machine Learning,
Monte Carlo & Statistics
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16. • Black Swan is a boutique investment consulting firm dedicated to working with financial institutions
• The firm provides solutions in valuation, risk assessment, regulatory compliance and analytics
• Senior members of the team have worked closely together since the firm’s inception in 2008
• The firm has a proven-track record in delivering mission-critical solutions to institutional investors
• As a matter of public record, Black Swan served as financial advisor to the FDIC on the valuation and
disposition of a $1 billion portfolio
• As a provider of independent valuations on structured finance products, the firm has significant data and
insight into how trading desks price securities
• The firm is composed of a multidisciplinary team including capital market, risk management, PhD quant,
software development and legal/compliance specialists
• Black Swan provides outsourced analytics support and automated solutions
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17. (917) 338-2380 x7002
aaron.wong@blackswanconsultinggroup.com
www.blackswanconsultinggroup.com
(917) 338-2380 x7013
jeremy.vandergoot@blackswanconsultinggroup.com
www.blackswanconsultinggroup.com
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