Delta Real-Time PL
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Key Features
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- Real time Risk and P/L
- Cross instrument coverage
- Custom analytics and reporting via powerful OLAP integration incorporating user defined calculations. Drill down to detail
- Real-time Engines – easily configurable CEP processes
- Manual trade pricing and booking
- Extensibility to add structured products
- Feeds from major back office systems
- Integration with Delta feed handlers for Market data
- Advanced Position reporting - Spectrum Analysis, Derivatives
- Monte Carlo Simulations
- Historical Simulations
- Credit Risk Simulations
- Integrated Limits reporting
- Scenario Analysis and Stress Testing simultaneously by Interest Rates, Volatilities, FX Rates, Margins.
- Horizon and benchmark reporting
- Open interfaces to external analytics in, for example C++, R, and Matlab
- Rich web browser based front end for ease of deployment
- Load balancing for processing very large data volumes and multiple users
- User defined Charting
- Excel Interface and easy to configure rich GUIs to visualize data and results
- Extensive Extract/Transform and Load and workflow features
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Enterprise Functionality
- Permissions - Entitlement checking and permissioning at data and entity levels
- Logging and Diagnostics - Standardised logging and internal stats generation
- Messaging - Topic centric discovery and routing and robust IPC abstraction
- Centralized Configuration - Centralized configuration parameter management
- Scheduling and Workflow - Built in scheduler and workflow management
- Failover and Replication - Methods for enabling Hot-Hot and Hot-Warm failover capabilities
- Alerting and Notifications - A standard alerting framework
- Error Handling - Comprehensive and standardised error handling
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First Derivatives provides a POC for quality prospects. Our approach goes beyond the conference room
staged demonstrations with the following aspects covered:
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- Market Connectivity/ Feedhandlers
- Data Loading
- Application Integration
- Integration of external code Incorporate external DLLs and libraries
- Real-P/L and Risk Management
- Full suite of reporting goods
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PRODUCTS
Products Overview
Delta Algo
Delta Stream
Delta Data Factory
Delta Flow
News & Publications
FX growth driven by algos, HFT
E-Forex Broker Study
Molten Markets adds two to Senior FX Team
Molten Markets Reachs for Platform Utopia
Managing Your Hedge Fund IT Spend to Achieve Differentiation
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