financial market toolsfinancial markets and risk tools g-square solutions pvt. ltd. fm and risk...
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Financial Markets and Risk Tools
G-Square Solutions Pvt. Ltd.
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Derivator
RiskRator
Big Data Tools
Derivator
The Tool
Features
Products
Tool Derivator
Exchange Traded
Derivatives
Book Management
Risk Strategies
Structured Products
PricingBook
ManagementRisk
Features
• Has ability to price simple and complex derivative products
• It can be used for managing books: valuation and risk
• Option strategies can be easily analysed
• Options• Commodity options• Currency options• Stock options
• Exotic Products• Structured products• Global exotic products
One Product, Several Ways to Access
• Cloud-based pricing GUI for quick online pricing (our preferred mode of implementation)
• As an excel addin or integrating with excel sheets
• Mobile app for pricing deals on the fly
• Cloud-based API for integrating with other software (trading, back-office/mid-office etc.)
• Private cloud installation for complete control
• Python module for integrating with other solution
Option Pricing and Risk Analysis
Option Strategies: Risks and Book
Option Strategies: Scenario Analysis
Book Management
Client 1
Strategy Underlying Expiry Strike OptionType Notional Entering Price Current Value PnL Margin Margin+Premium Return Strategy PnL
USD Butterfly
Commodity 24-Dec 65 Call 1000 2 1.8 -200 0 2000 -10.00%
-20Commodity 24-Dec 67.5 Call -2000 3 2.7 600 10000 4000 15.00%
Commodity 24-Dec 70 Call 1000 4.2 3.78 -420 0 4200 -10.00%
Conditional
Commodity 1
30-Jan 7800 Put 25 90 81 -225 0 2250 -10.00%9
Commodity 2
30-Jan 1200 Put -130 18 16.2 234 30000 27660 0.85%
FrontSpread
Commodity 1
30-Jan 520 Call 500 9 8.1 -450 0 4500 -10.00%50
Commodity 1
30-Jan 480 Put -500 10 9 500 32000 27000 1.85%
Tot 39 72000 71610 0.0545%
Riskrator Equity Tool
Riskrator Equity : Product Summary
• Perform all risk and return attribution in a single seamless tool
• No need for integration, installation or development
• All market data managed centrally by G-Square
• Models updated regularly and all upgrades are given out to all clients
• Using cutting edge technology to make the experience of risk management unique
Fund Analysis features
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Industry-wise composition
Drill downs to each industry
Risk attribution for each stock
Return and risk-adjusted return for each stock
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Risk(At various confidence levels and time periods)
VaR
Beta
Sharpe Ratio Over all and at various drill-downs
Alpha Sector-Allocation Alpha
Stock-Selection Alpha
Comparison Analysis
• Compare two funds on risks and returns
• Analyse performance visually over time and compare with the index
• Decompose difference as:• Unique to first fund
• Unique to second fund
• Common to both funds
Other Analysis and Features
• Comparison with efficient frontier portfolio
• Create custom portfolios by modifying weighs and quickly analyzing
• Technology considerations:• Solution is cloud based making access across devices easy
• Export to excel and print the reports
• Excel addins for loading the analysis in excel
Scrip Risk-Adjusted Return Current Weight Optimal Allocation Gap
HDFC Bank 15% 7% 13% -6%
Tata Motors 8% 10% 7% +3%
ACC -2% 5% 2% +3%
Big Data Tools
Market Narrator• Automated market commentary
tool
• Choose instruments from various markets
• Generate automated commentary for the market on moves, volumes and economic numbers
• Plugin intra day graphs of price action and/or volumes
• Automated tables for movers
• News snippets from various sources
BigData Summary• Analyse news and social media
comments for a stock/company/commodity
• Get alerts on streaming news
• Get a consolidated view of trends in social media comments
• Identify key topics in discussion and news
• Get automated sentiment score card
• News
• Social
Let data lead the way forwardLet data lead the way forward
+91 22 43470408
www.g-square.in