timescape, power bi and microsoft azure
TRANSCRIPT
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…
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
• 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