OriginWave: Client Case Studies (Software for the Financial Services Industry)

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Web based Portfolio Reporting and Automation

OriginWave was engaged with a large multi-billion dollar hedge fund based in London for automating the extraction of their allocation, portfolio and P&L data from their trading and asset management systems Moxy and Axys. The fund had internal trading desks, multiple prime brokers, outsourced accounting and back office functions.

The highlights of the automated solution included:

  • Integration with Bloomberg for real time prices.
  • Integration with multiple Primer Brokers.
  • Workflow based automation of the data flow.
  • Custom integration of third party software including Axys, Moxy and custom Prime Broker software.
  • MS Excel integration and charting.
  • Automated email notification and fax capabilities.
  • Web based access to report data.
  • Role based security access.
  • Automated scheduler functionality to invoke the workflows.
  • The solution was implemented using cutting edge open source J2EE technology including Spring, STRUTS, XML, Web Services and JMS.

Custom Order Management System

OriginWave was engaged with a mid-size hedge fund for building a custom order management and execution management with support for multiple asset classes and markets. The fund had complex needs which could not be met by any third party software available in the market. The fund managed their trading and back office operations in house.

The highlights of the Order Management solution included:

  • Custom order workflow.
  • Trading.
  • Fund Allocation.
  • Post trade processing.
  • Compliance reporting.
  • P&L reporting.
  • Market data integration with Bloomberg.
  • The solution was implemented using open source J2EE technology including Spring, STRUTS, XML, Web Services and JMS.

Asset Management System

OriginWave was engaged with a leading hedge fund and a multi-billion dollar global investment management firm based in the US for the automation and integration of their asset portfolios and risk analysis. The new system addressed all aspects of asset management lifecycle, starting from identifying an instrument type to creating the position files. This involved integrating with several existing systems in their enterprise and automation of business processes as workflows.

The highlights of the asset management system included:

  • An integrated automated approach to extract the trade entries and position information into a spreadsheet on a daily basis
  • A centralized repository for underwriting and monitoring
  • Store information more efficiently using Microsoft SQL Server as the database.
  • Trade entries are stored more efficiently and are also available for easy and quick access
  • Information on exceptions and errors raised in the process are organized and presented to the user in an easy-to-read Spreadsheets
  • Robust mapping of the position information to the fields as required by the Risk Metrics Group to create risk reports
  • All risk files are generated strictly in the format specified by the Risk Metrics Group that can be uploaded to Risk Metrics to create the VaR reports
  • Additional functionalities such as viewing and modifying the generated source file
  • The solution was implemented using technologies including Microsoft Excel VBA, SQL Server and deployed on the Microsoft Windows platform.
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