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Comprehensive OpenGamma Analytics Platform for Real-Time Risk Management and Trading Solutions

OpenGamma offers a cutting-edge analytics platform designed for all trading applications, providing live trading capabilities, ad-hoc pre-trade analytics, and both near-real-time and batch risk management solutions. This open-source platform (APLv2) is built to integrate seamlessly with existing vendor solutions and proprietary systems. With a unified analytics calculation infrastructure, customizable simulations, and support for tier-1 institutions, OpenGamma scales from individual traders to enterprise use, ensuring flexibility, transparency, and modern web-scale architecture for optimal risk and analytics management.

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Comprehensive OpenGamma Analytics Platform for Real-Time Risk Management and Trading Solutions

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  1. R/Finance 2012 11th May 2012 Kirk Wylie, CEO, OpenGamma

  2. OpenGamma Platform • Single solution for all analytics applications • 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 • Comprehensive solution • Everything from a comprehensive risk and analytics platform for trading • Scales from individual trader to enterprise-wide use • Asset-class neutral • Open Source – APLv2 • Yes, really!

  3. Key Features • 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 • 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 • Modern, Distributed Architecture • RESTful endpoints to all services • MOM-based data distribution possible for all connections • Web-scale techniques used throughout system • Components configurable through Dependency Injection • Source Code for All Modules at Your Fingertips • Modern Analytics library

  4. 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

  5. Thank You! www.opengamma.com @OpenGamma info@opengamma.com +44 20 3416 3333 185 Park Street, London SE1 9BL, UK

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