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

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
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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
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Real-time, cross-asset VaR,
Credit risk (PFE, CVA)
P&L explain
Liquidity
IM/VM
Collateral optimisation
Front-office Risk
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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
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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