Financial Markets Data and Analytics Anywhere- TimeScape, Power BI and Windows Azure

Brian SentanceMay 2014www.xenomorph.com

Data and Analytics Issues in Finance #1• Lack of industry data standards

• Lack of vendor interface standards

• Legacy systems integration is hard

• Data silos are everywhere and inhibit risk aggregation

Data and Analytics Issues in Finance #2• Why is Excel the dominant risk/trading system?

Easy to use and change Easy data integration Easy to link analytics to data

• Excel usage is a key tool to support business

innovation

• Excel used as a desktop database is a key

problem however

• Excel usage often conflicts with IT/data

governance policy

Data and Analytics Issues in Finance #3

• Trading/risk staff are experts in finance

not technology

• IT staff are experts in technology not

finance

• Explaining business needs to IT is difficult,

slow and costly

How to cut through the problems:• Ease of finding data• Ease of integrating data• Ease of validating data• Ease of manipulating data• Ease of analyzing data• Ease of sharing data• Ease of monetizing data• Ease of controlling data

Analytics ManagementData Management

Cleanse

Share

Integrate

Calculate

Analyze

Connect FTP/File Import | Vendor Datafeed APIs | Real-Time Streaming | External Databases and Systems

Statistical Functions | Interpolation Methods | Cleansing Rules | Spreadsheet Calculations | Derivative Pricing Models

Data Validation | Exception Management | Data Enrichment | Filling, Aligning and Proxy Data

File Exports | Reports |Programming APIs | Broadcast | Event Notification

Volatility | Correlation | Spreads | Curves | Surfaces | Fair Values | Sensitivities

Query | Visualize | Charts | Heatmaps | Reports | Excel

Customize | Control | Monitor | Audit

So take TimeScape for financial markets…

Collaborate in Office 365

Insights in Excel

Analyze

Visualize

Share

Find

Q&A

Mobile

Discover Search, access, and transform public and internal data sources with Power Query

Share live interactive reports and refresh from on-premise and cloud based data sources, with Power BI Sites

Easy data modeling and lightning fast in-memory analytics with Power Pivot

Bold new interactive data visualizations with Power View and Power Map

Ask questions and get immediate answers with natural language query

Access through HTML5 and touch optimized apps for Windows 8, RT and iOS tablets

Scalable | Manageable | Trusted

…integrated with Microsoft Power BI…

Azure Marketplace | Azure Store

Data Management

SQL Database | Tables | Blobs

.Net | Java | PHP | Python | Node.js | Ruby

Messaging Queues | Service Bus

Media Media Services

NetworkingVirtual Networking | Traffic Manager

Caching Caching | CDNBig Compute HPC Scheduler

Business Analytics

SQL Reporting | HDInsight

Identity Windows Azure Active Directory

Execution Models

Virtual Machines | Web Sites | Cloud Services |

Mobile Services

…running on the Azure cloud, delivers…

…anywhere you need them.

…Financial Markets Data and Analytics…

TimeScape + Power BI + Azure = Ease of finding data Ease of integrating data Ease of validating data Ease of manipulating data Ease of analyzing data Ease of sharing data Ease of monetizing data Ease of controlling data

Reference Data

Market Data Curves Analytics Models

Clients

TimeScape Offerings / Variants:

• TimeScape

• TimeScape on Azure

• TimeScape MarketPlace

• Single tenant on-premise• Choice of data vendors• Multi-asset, multi-model • Complex data capable• Custom validation rules• Excel/.NET/Java/R/Matlab• Power BI using OData

TimeScape

• All of TimeScape plus…• Single tenant usage running on Azure

Cloud• No IT infrastructure to manage• Global access to data management

functionality• Share data internally with ease and

transparency• Optionally publish data to TimeScape

MarketPlace• Client choice of availability and

redundancy levels

TimeScape on Azure

• Multi-client access to multi-vendor datasets• Multi-client access to multi-model analytics• Multi-asset and complex data capable• Hosted in instances of TimeScape on Azure• Fully integrated with Power BI using OData• One set interfaces to all data sources and

types• Any data type or source anywhere you

need it

TimeScape MarketPlace

Reference Data

Market Data

Curves

Analytics

Models

Clients…

…and Partners

• Data Partner – enabling the cleansing, validation, publishing and monetization of data within TimeScape MarketPlace

• Analytics/Model Partner – enabling the monetization of analytics/models within TimeScape MarketPlace

• Software/Service Partner – accelerated innovation and delivery of cloud-based software and managed services based on TimeScape MarketPlace

TimeScape MarketPlace Partner Program

So what to do next?...

- Contact Xenomorph at azure@xenomorph.com

Thank you for your time

Any questions?