Delta Risk
 Download Flyer
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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
- 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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First Derivatives provides a POC for qualifying prospects. Our approach goes beyond the conference room staged demonstration
with the following aspects covered:
- Market Connectivity/ Feedhandlers
- Data Loading
- FIX Connectivity
- Application Integration
- Limit setup and refinement
- Integration of external code Incorporate external DLLs and libaries
- backtesting
- Real-P/L and Risk Management
- Full suite of reporting goods
- Implementation of compliance algorithms
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PRODUCTS
Products Overview
Delta Algo
Delta Stream
Delta Data Factory
Delta Flow
News & Publications
E-Forex Broker Study
Managing Your Hedge Fund IT Spend to Achieve Differentiation
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