TimeScape from Xenomorph provides financial-market players with a unified data- and analytics-management solution that enhances control and transparency over financial information. With this high-performance platform, users can achieve even greater levels of financial innovation, business process efficiency and regulatory compliance.
TimeScape enables users to capture, cleanse, store, integrate and analyze a wide range of data, including reference, historical, real-time and derived data. Its future-proof data model supports every asset class, with the flexibility to handle any financial instrument — from plain vanillas to the most complex derivatives.
Xenomorph and Numerix
By integrating Numerix technology into TimeScape, Xenomorph provides their users with a way to handle increasingly complex trades involving exotic derivatives and structured products. The TimeScape-Numerix integration combines high-performance data management with advanced pricing models to support a wide range of analytic capabilities, including:
- Fast analysis of trading strategies
- Simpler means to back-test ideas
- Creation of custom baskets and analysis of correlation matrices
- Model validation
- Tick data analysis through detailed analysis of historic volatility surfaces
- Coverage for all major asset classes
- Integrated market data from major vendors, such as Bloomberg, Reuters and Markit
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Key features
Data management:
- Security Master
- Data integration and capture
- Tick- and time-series database
- Data distribution
- Prices, rates and curves management
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Analytics management:
- Analytics and model centralization
- Derivatives and product valuation management
- Data analysis and decision support
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