Initially formed from an IT renewal project, this initiative transitioned to a data analytics project targeted at the client's managed fund & equity research business. Quantitative data analytics were developed to service the firm's qualitative research, providing both input to the qualitative process - and additional overlay on research reports.
A data-store for quantitative data was proposed, designed and implemented - allowing quantitative staff to have access to more powerful opens source tools than were previously available. This data-store was also the central source of truth for report production, allowing quants to participate directly in the development process.
During this time various analytics were investigated, to aid data quality and data visualisations. These represented funds in terms of their behavioural similarity with other funds, allowing outliers to be identified easily.
When: 2013-2015
Model: Cloud Service & Custom Development
Client: Lonsec Fiscal
Technologies: Python, Pandas, Numpy, Matplotlib, Haskell
Website: Click here
