Date post: | 18-Dec-2014 |
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Economy & Finance |
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Quartet FS
Powering Operational Decision Making in the Big Data Era
w w w . q u a r t e t f s . c o m
Solving the operational decision-making needs of business users working in time-sensitive and data-intensive environments
About Quartet FS
Established in 2005
5 offices New-York
London
Paris
Singapore
Hong Kong
70+ employees
50+ implementations
30 client organisations
6 ISV & SaaS partners
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 In-Memory database systems
“Quartet FS…….the surprise package of our study in that the
company is already in a position to boast of a number of top-
tier financial institutions using its ActivePivot in-memory
analytics product”.
ActivePivot™: Market recognition
Big Data
TIME-
SENSITIVE
Intraday,
real-time
DATA-
INTENSIVE
Exponential
volumes
COMPUTING-
INTENSIVE
New metrics &
calculations
CVA : Compute-intensive calculations
20 Billion simulations
= (8-20 TeraBytes of data)
1 trade = 1,000 simulations
200 time points = 200,000 simulations
100,000 trades = 20,000,000,000 simulations
Multidimensional analytics
In-Memory Computing
Mixed Workload
DBMS ActivePivot
Real-time data aggregation and calculations
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.
Enabling Data-and Event Driven Decision Making
Meaningful KPIs
Freedom of analysis Speed
The Essence of Multidimensional Analytics
Meaningful KPIs
Freedom of analysis
Speed
Meaningful KPIs
Freedom of analysis
Speed
Meaningful KPIs
Freedom of analysis
Speed
or or
Legacy OLAP Visualisation software In-Memory SQL Database
What Are the Alternatives Today?
ActivePivot in the Analytical Landscape
Meaningful KPIs
Freedom of analysis
Speed
ActivePivot
Real-time, cross-asset VaR,
Credit risk (PFE, CVA)
P&L explain
Liquidity
IM/VM
Collateral optimisation
Some Use Cases in Financial Services
Position keeping, sensitivities
Real-time desk trading
Limit monitoring
FX book management
Real-time P&L
Continuous hedging
Enterprise Risk Management
Front-office Risk
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
PRE-PROCESSING
Data enrichment
Pre-calculations
Custom rules
AGGREGATION
Incremental updates
On the fly aggregation
POST-PROCESSING
Computes complex measures
Reacts to real-time streaming
Includes user specific behaviour
HETEROGENEOUS
DATA SOURCES
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
USER INTERFACE
An Open Aggregation and Calculation Framework
What-if analysis
Intuitive exploration
Alerts
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)
In-Memory, Object-Based Database
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
ActivePivot Key Features
ActivePivot Sentinel Builds On and Extends ActivePivot
Streaming and
Processing
Complex
business rules
SEAMLESS INTEGRATION
Input stream
ActivePivot Sentinel
Application
AP Live
RECORDED DATA
REAL-TIME ALERT
+
Thanks !
Armen TCHILIAN Head of Sales and Solutions, Paris
Mail : [email protected] 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