OPTIDAT is a platform for the use of data, key figures and methods for portfolio optimization, investment advice for institutional and private investors, for benchmarking, and for investment controlling.
Main Advantages of OPTIDAT
Centralized, user-friendly feed of time series data, key figures and methods
Automation frees the user from routine tasks of data acquisition and data processing
Integration with FINSUITE Databases
Applications in OPTIDAT have integrated interfaces to the FINSUITE databases for retrieval of data and storage of results.
Data exchange between users on the platform
OPTIDAT Data Warehouses
OPTIDAT databases are built on FINSUITE databases. They contain generally accessible data as well as client-specific data in the form of time series for a wide range of applications.
- Indices for the representation of investment classes
- Price series of individual securities
- Interest rates in any currencies
- Exchange rates
- Fund data (fund prices, number of units, other details)
- Calculated benchmarks for investment classes and investment strategies
- Covariances and correlations of investment classes
- User-specific data as required.
Predefined methods in OPTIDAT cover:
- Currency conversion of index series
- Combination/extension of index series
- Returns according discrete or continuous methods
- Covariances between different investment classes; users can utilize historic information or include their own expectations.
- Calendar transformations
- Currency hedging of index series
- Discount factors in different currencies
- Interest curves in different currencies
The implemented methods are provided in several applications in OPTIDAT:
- Data Browser
- Exception Browser
- Data Tuning
- Benchmark Calculator
OPTIDAT Applications: Data Browser
The FINSUITE Data Browser provides access to the user’s databases in OPTIDAT.
OPTIDAT Applications: Exception-Browser
The Exception Browser presents the results of checks of the data in FINSUITE databases.
- User-friendly presentation of results of data checks
- Integration with database: direct links to checked data
- Presentation of rules applied
- Overviews of all series checked / unchecked
- History of rule violations
OPTIDAT Applications: Data Tuning
- Data Tuning supports users in forming expectations of returns and covariances of investment classes and exchange rates. Returns and covariances can be based on user-selectable historic time-windows or can be specified directly.
- Key figures used in production are documented in the user’s FINSUITE database and serve as inputs for optimizations and simulations of investment strategies.
OPTIDAT Applications: Benchmark Calculator
The Benchmark Calculator calculates benchmarks of entire investment strategies from the benchmarks-indices of the individual investment classes.
Benchmarks can be defined very flexibly:
- Chaining of benchmark versions to complete benchmark series
- Benchmark hierarchies: arbitrarily nested benchmark structures
- Rebalancing periodically or when specified limits are exceeded
Integration with the database
- Choice of inputs from the user’s FINSUITE database
- Direct storage of results of all stages in the user’s FINSUITE database
- Benchmark series and effective benchmark weights
Telephone: +41 43 499 3040