Thanks for the nice product and all the time you all take to share your knowledge here, we really appreciate it. I am in the early stages of understanding how the OG platform work and here are my some questions.
Appreciate your replies as always.
Is it possible to detach view and portfolios in the analytics tab. In other words, typically we will have a set of risk measure we want to see for more than one portfolios or load different portfolios to the same “view”. Just like reports used to do, we save the report and then run the report against multiple portfolios to see or compare the portfolios.
We typically have multiple historical fundamental data saved out to some db. For example, EPS for all companies, we have one column for the time and another for the company id, but all of EPS is in one single table.So in OG platform if we have to save this, we have to save EPS for all companies in seperate time series.? Though the data is changing qtrly. So for typical case of 1000 companies that will be 1000 time series.? So if you have 100 data items like this, it will be like 1000 X 100 time series in this minimal case.?
(I had seen one of your earlier replies about 20000 time series testing, but won’t that be too small for a real case like ours.?)
Is there any way these risk measure that are calculated real time on analytics tab can be saved out to a db, which can be read back later. So in other words we will have timeseries of HistoricalVar on the portfolio saved out, so we can see how it varied in the past.?
What is the difference in the data source and data provider, like Bloomberg will be the data provider and realtime or reference (a sub classification on Bloomberg side) etc will be the data source.? Will you be able to provide examples here, so the context is more clear on the equity side.
Is there a concept of data life for the data anywhere.? Like if we are looking for the last price, and if the last price on the time series is 2 months back price, is there a way we can specify that, 1 week old is price is ok but not 2 month old price, something like that.?
In earlier post Jim had mentioned about dependency graph analyser tool
Sorry, where do we have this tool.Like which tab.?
Also he has talked about
Turn on an option in ViewDefinitionCompiler, there’s a boolean called OUTPUT_LIVE_DATA_REQUIREMENTS.
Where do you we have this.?
If I want to see how much data should be loaded for HistoricalVar, where do I get all the details, if I load only half of it will it run.? Where do we see all the bells and whistles on the data engine work flow.
Sorry to have asked you a lot of questions, I really apologize, I hope getting clarity will help many of the current and future users of OG and helps them in a much faster adoption cycle.
Thanks again for your help and replies.