OG Platform


#1

Hello,

I´d like know what kind risks OG manage(e.g. pre trade, pos trade, etc)…


#2

The OpenGamma Platform focuses on market risk, but can handle the the full range of risks that you’ve mentioned:

  • Pre-trade risk (allowing you to see the risk of a trade or position before it is booked, or to optimize a strategy to maximize profit and/or minimize risk)
  • Post-trade risk (allowing you to analyze your existing booked positions and trades)

In addition, we can operate across a number of different dimensions:

  • Ad-hoc (“run this calculation once”)
  • Streaming (“keep running these calculations as fast as you can”)
  • Batch (“every night run my EOD risk”)
  • Simulations/Stress testing (“run this calculation, with these perturbations to market inputs and stresses applied to models”).

Is there a particular type of risk you’re looking for?


#3

No, there isn´t. Are all features available as open source?


#4

All the features that I’ve listed above are part of the Open Source Platform release, and are in 0.7.1 (http://developers.opengamma.com/downloads/platform-0.7.1).

The only things that we’ve been working on which are not Open Source but which commercial customers have are our Excel Integration Module, and our Bloomberg, Reuters, and ACTIVFinancial integration modules.


#5

Thanks Kirk. I have tested OG and I have a doubt about control access, does not OG have it(e.g. login, roles)?


#6

There is support in the back-end through our user management and OG-Security components for hooking up to a variety of AuthN solutions, and full AuthZ support. Adding login controls to our Web GUI is in our development pipeline (please see http://jira.opengamma.com/browse/PLAT-1311 and vote/watch it if you’d like updates on its development).


#7

Who is this platform target, brokers, investors?


#8

The platform targets anyone active in capital markets. We’ve been in discussions and done installations with hedge funds, broker-dealers, and investment banks.