R/Finance 2012
11th May 2012
Kirk Wylie, CEO, OpenGamma
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OpenGamma Platform
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Single solution for all analytics applications
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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
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Comprehensive solution
• Everything from a comprehensive risk and analytics platform for
trading
• Scales from individual trader to enterprise-wide use
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Asset-class neutral
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Open Source – APLv2
– Yes, really!
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Key Features
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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
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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
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Modern, Distributed Architecture
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RESTful endpoints to all services
MOM-based data distribution possible for all connections
Web-scale techniques used throughout system
Components configurable through Dependency Injection
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Source Code for All Modules at Your Fingertips
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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
[email protected]
+44 20 3416 3333
185 Park Street, London SE1 9BL, UK
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