matlab integration with data visualization tools · •allows separation of roles: report builder...

© QSuper Board 2018

MATLAB integration with data visualization tools

© QSuper Board 2018

Who is Qsuper?

• Queensland’s largest super fund and one of the largest in Australia

• We have a customer base of more than 565,000 members with over $72 billion in funds under management

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What we do?

Aim to deliver strong consistent returns with lower volatility.

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How do we do this?

By analysing a lot of data.

The challenges this presents?

Scalability of personnel: Our investment analysts need to cover all development functions. Investment analytics, data processing, report and application development.

We need to find ways to scale this out.

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Why a reporting tool?

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Appetite for more

sophisticated reports.

Consumers want drill

through, interactivity,

mobile access.

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Extending to be an application interface

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• Scenario modelling

• What if analysis

• Functions that require

user input

• Can trigger secondary

processing

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Indirect integration with Reporting Tools

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• MATLAB has significant indirect interaction with BI Tools for• Reporting• Data Analysis• Data Validation

• This approach allows the most appropriate reporting tool to be used in each instance & allows the reporting tool to change, without changing the upstream process

Oracle Data Warehouse

MATLAB

•Builds complex data models

•Recreates historical scenarios•Saves results

Spotfire

•Analysis of output

•Visual Data validation

•Reporting

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Scenario Analysis

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• MATLAB used to transform & integrate multiple sources of data in Data Warehouse

• Changes from baseline then passed through portfolio modelling

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Benefits

• Provides enterprise security

• Allows separation of roles: Report builder and analytics developer

• Provides a GUI development framework for visual interfaces.

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Things to Consider• Using two tools together adds complexity so we only integrate

when we have to.

• Spotfire has a simple approach to monitoring running functions. You can’t see if they are queued or long running.

• Limited flexibility on submitting functions for execution.

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Techniques we have used

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• Limit the number of parameters passed.

• Simplify transformations in reporting tool.

• Same code base for Prod and Non-Prod environments.

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Architecture

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What’s next?

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• Spotfire have added in-line editing functionality. We hope that we can use this to effectively scale to larger numbers of parameters.

• Mathworks are extending the Spotfire connector with functionality to repoint functions to other MPS servers and allow editing of function signatures.