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Portfolio Decision and Survelliance System - a non financial presentation

FINANCIAL SOFTWARE. Portfolio Decision and Survelliance System - a non financial presentation. Claus Madsen, PhD, Associate Professer DTU, Founder FinE Analytics, Co-Founder and Partner InRisk 24. September 2014. Agenda. Who am I? What is PDS? A tour of PDS:

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Portfolio Decision and Survelliance System - a non financial presentation

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  1. FINANCIAL SOFTWARE Portfolio Decision and Survelliance System- a non financial presentation Claus Madsen, PhD, Associate Professer DTU, Founder FinE Analytics, Co-Founder and Partner InRisk 24. September 2014

  2. Agenda • Who am I? • What is PDS? • A tour of PDS: • Portfolio Decision and Survelliance System • Why WPF? • End Remarks

  3. Who am I? • My profession is Finance • Ph.D in Financial Engineering • Has and am working mainly with Risk (Credit, Market, Counterparty) and Valuation from a Quantitative perspective • Selfemployed since 2001, mainly developing the financial toolkit: FinE Function Library (www.fineanalytics.com) • Before that...Quant (and Risk) for +14 years in different Banks • More recently PDS......more later

  4. Who am I?....continued • I have been working with Dyalog APL since version 6...that means around early 90s • Which is the only language i really know....on a good day I can read C#..... • I have known WPF since last august • I do not write XAML – but I do ”steal” 

  5. What is PDS? • Is short for Portfolio Decison and Surveillance System • The short version: • PDS is foremost an advanced Asset Allocation Tools for the Professional Investor • Secondly it is a Market-and Credit Risk plus CVA engine....

  6. PDS continued... • Development: • Started in Dyalog 12.1 (september 2013)...then 13.2 and recently 14 • I have spend around 4-5 full time month on it.... • Uses around 30 different Syncfusion Controls, for example: • TileView, TreeView, Wizard, DockingManager, SfChart, GroupBar, ToolBar, GridControl, Busy Indicator, Carousel...etc

  7. PDS continued....some more • PDS is: • Written purly in Dyalog APL 14 • With an interface purly in WPF – with a focus on the Syncfusion Controls • Make use of the WPF ws from Michael Hughes • For mainly: Events, Commands, Binding and Resources....

  8. Why WPF? • Design: • In WPF it becomes a question of what you want, not what is possible • Lego: • Everything fits together • Content, Children og Items...mostly • Databinding: • Allows for the separation of Interface, Data and the Calculation Engine (PDS is ”like” that)

  9. PDS – a Tour...

  10. End Remarks • What we need more..... • Databinding...Two-Ways for GridControls • The next for PDS... • Databinding all over...Interface contains no Data whatsoever • HTML5.....etc (maybe MiServer 3.0)

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