Analysis is really what helps me save or make an extra dollar, not the mundane tasks of data preparation. Can I reduce data preparation time and maximize my data analysis time to find new lucrative opportunities ?Sajjad Khan – Options Trader – Noor Capital
Why do I need Energiewerks Ensights Toolkit …
On a trading desk, data is extracted from various sources, cleansed, transformed or blended with other data sets and stored to effectively expose relational, temporal and geospatial relationships.
Most tasks are done manually. Recurring studies and reports demand increasing amounts of time spent on mundane repetitive tasks rather than revenue generating insights to the trader, risk manager, senior management, compliance and back office operations teams.
Most analysts and back office personnel, on average, spend 65% of the time compiling, cleaning, and preparing data for analysis. 35% of the time is spent on actually analyzing the data.
What if we could spend more time analyzing and less time compiling cleaning and preparing data by autonomously orchestrating tasks for data acquisition, preparation, storage, analysis, visualization, and dissemination using the Energiewerks Ensights Toolkit.
How does Energiewerks Ensights Toolkit fit on a trading desk …
Energiewerks Ensights Toolkit combines prototyping agility and speed provided by Excel based analytics, yet the server end automation, robustness, application scaling and resiliency of enterprise applications such as ETRM systems.
Recurring quantitative studies and reports evolve incrementally from a Microsoft Excel prototype model run on the analysts desktop restricted by capabilities of the desktop and Excel’s calculation engine, then migrated, automated and scaled to server infrastructure deployed on a public, hybrid or private cloud and then built in to a systematic and compliant enterprise system, if the business case justifies the capital expenditure and compliance requires it.
At a top tier investment bank, risk reporting on exotics such as Quantos / Swaptions was scaled up from an Excel spreadsheet to an enterprise-strength, custom, secure, compliant application, within three weeks, for an acquired book, using Energiewerks Ensights, as the commercial ETRM system did not support those exotic derivatives.
What has Energiewerks Ensights Toolkit been used for …
- fundamental analysis – NG S&D
- technical analysis – Mean Reversion
- Co-integration/Paired Trading
- Derivative pricing – European/American/Calendar Spread Options
- Automated Execution
- Blotter / Straight through processing
- Real-time position manager
- Natural Gas
- FTRs / CRRs
- Commodity Indices
- Structured Notes
- Power Settlements,
- Gas Storage and Transport Model / Optimization
- Treasury Cash forecasting and allocation
- Financial reporting
- Data migration
- Mergers & Acquisitions systems integration
- Financial and nonlinear portfolio
- Physical Natural Gas P&L
- Crude Oil
So what does the Energiewerks Ensights Toolkit do …
Energiewerks Ensights toolkit autonomously orchestrates data preparation, analysis, visualization, and dissemination of market insights on a schedule or defined events. Aggregate, prepare and store data acquired from public, proprietary and private sources. Run programs on Ensights server infrastructure replicating Excel based models. Tell a story in the form of charts, narratives and tables. Disseminate insights through analytics blogs, periodic reports, sms notifications, twitter feed, pdf file, email, interactive analytical applications delivered as per trader/analyst need.
What is “Analytics as a process” …
As a loosely coupled, highly cohesive toolkit, Energiewerks Ensights simplifies orchestration of the analytics process’s elemental atomic tasks implemented as a script within a task graph triggered by schedulers or collections of events. Tasks include data acquisition from public, proprietary or internal systems. Data preparation, conversion, standardization and enhancement. Structured , semantically related data storage, statistical, mathematical and numerical analysis of the underlying data using models, simple and concise large data set visualization and exploration of raw data or outputs conveying “ensights”, dissemination of data and studies via the internet, blogs, email, web services, content servers, social tools, mobile phones depending on the use case and robotic operationalization of tasks. The toolkit is designed with several utility classes, patterns and idioms that focus on exactly one category of tasks.The tools allow the analyst to break down the use case into individual smaller tasks and deliver software artifacts in a highly responsive and agile manner.
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