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Financial Systems Software
Advanced Tools for Analysis & Visualization to Provide a Competitive Advantage
CUSTOMER PROFILE
Gesellschaft fur Trendanalysen (GFTA) is a highly
specialized independent supplier of decision support information
for leading investors in the foreign exchange markets.
GFTA uses vast amounts of data from the world's
financial markets as its raw material. It has collected currency
data since the inception of the company in the mid 1970s, and
this is the basis for its historical data. Originally, the data
were only available in the form of daily or even weekly information
on exchange rates. With dramatic increase in the frequency of
data availability, GFTA has built one of the largest financial
market databases in the world. The analysis of this data set
considers many factors that may effect market rates. These factors
are used to create time series data which in turn are used to
model trends in the financial market.
GFTA exploits Visual Numerics' IMSL®
Numerical (math and statistic) Libraries to develop specialized,
object-oriented models to analyze the trends of various markets
on a continuously updated basis. This results in current trading
recommendations being available to customers every few minutes.
On the desktop, GFTA uses PV-WAVE®
to analyze the output of its models by producing several distinct
views of the model's data ranging from simple line charts to
complex plots detailing many facets of the model's performance.
PV-WAVE's mathematical and statistical functionality is used
to provide additional numerical analysis of the data.
BENEFITS
- Empowers traders and managers with critical pricing, positioning,
profitability and risk data analysis.
- Facilitates real-time data mining functions.
- Platform and architectural design enable high performance
for large groups with equal performance for remote users.
- Fully scalable software; can be used to support an individual,
group or enterprise.
- Identifies market trends quickly.
- Predicts market movements more reliably.
- Allows rapid application development while insuring portability
and reliability across computer platforms.
- Supports all popular platforms used in the financial
industry.
- Ability to deploy applications via Internet and intranet
for broad and narrow band application access.
PARTIAL CUSTOMER LIST
Bankers Trust
Bank of England
Barclays
Bear Stearns
Black Rock Financial
Chemical Bank
Chicago Board of Trade
Citibank
CS First Boston
Deutsche Bank
Donaldson, Lufkin & Jenrette
EJV Partners
Fuji Bank
Fuji Finance
Hong Kong & Shanghai Bank
Industrial Bank of Japan
Korean Investment Trust
MC Securities
Morgan Grenfell
Nations Bank
New Japan Securities
Nikko Securities
Nomura Securities
Paine Webber
Robert Fleming
SG Warberg
Smith Barney
Societe Generale
Swiss Bank
Union Bank of Switzerland
FINANCIAL SOFTWARE DEVELOPMENT TOOLS
An increasing number of financial institutions
are turning to Visual Numerics as their source for software development
tools. As the detail and volume of data continues to rapidly
expand, transforming it into information - the basis of good decisions
- becomes ever more challenging. Visual Numerics provides the
world's most advanced analysis and visualization software development
tools designed to meet your time critical needs in data comprehension
and communication.
A paradigm shift driven by increasing global competition, government
deregulation, and accelerating technology is taking place in financial
institutions around the world. Quantitative Analysts, Research
Groups and Traders are analyzing and now visualizing the instruments
they trade in. Visual Numerics allows financial companies to leverage
their in-house research and staff by delivering state-of-the-art
functionality and performance to core applications; providing
a competitive edge through the ability to field applications faster.
Visual Numerics has been providing key financial industry partners
with advanced numerical, statistical and visualization software
tools for years; providing these organizations with a strategic
competitive advantage through the ability to develop high performance
applications in a variety of areas including:
- Modeling and pricing financial instruments
- Monitoring and optimizing portfolios
- Tailoring new products
- Devising trading strategies
- Trading globally 24 hours a day
- Understanding position or risk exposure
- Communicating information in a distributed environment
ADVANCED ANALYSIS
For over 25 years, Visual Numerics has been a leading provider
of  mathematical
and statistical analysis software tools to the technical computing
world. This guarantees reliability in even the most complex analysis
with absolute confidence in the accuracy of the results. The software
contains thoroughly tested financial algorithms used for correlation,
regression and yield curve analysis, partial differential equation
quadrature including Black-Scholes, Monte Carlo simulation, time
series analyses, and multidimensional optimization. Visual Numerics
continues to invest in state-of-the-art numerical methods and
focuses on the particular needs of the financial community. Using
Visual Numerics numerical tools, developers do not have to reinvent
the wheel. Instead, they may simply plug the routines together
to develop new systems.
DATA VISUALIZATION
Data visualization offers traders and analysts new insight into
the real  value
of the data - the information within it. Often known as data mining,
visual data analysis tools allow the user to see an overview in
visual form, and then to delve deeper into the data set looking
at it from new angles, performing instant analysis and projections
and finding hidden trends and patterns. With visual data analysis,
users can keep one step ahead of the competition, making moves
sooner with increased confidence.
Visual Numerics software allows data to be presented in traditional
two-dimensional plots, and supports the display of multiple dimensions
using color and animation to allow users to visualize their data.
A typical application would be in trading support programs; analyzing
where the market has been, and predicting where it is going. Traders
monitor up to 50 foreign exchange rates changing over 18,000 times
per day. Three dimensional heat maps show exchange performance
at designated intervals.
Color provides a critical monitoring capability in this data
presentation allowing traders to quickly identify new information
in red (hot) and old data in blue (cold). The ability of the trader
to quickly isolate, analyze and act according to a situation is
enhanced by these capabilities. The potential uses of Visual Numerics
software are only limited by the imagination.
TYPICAL APPLICATIONS
Many of the world's leading financial institutions are relying
on mission critical trading strategies employing Visual Numerics
technology on the following desks:
- Fixed Income
- Securities
- Derivative
- Exchange Markets
- Capital Markets
- Bonds
- Foreign
- Warrants
- Arbitrage
- Equities
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