ODIN Modules

This module is used to create the Row Header for the table set. For example, Row Headers are needed if the data set is to be merged with another data set using the Union module.

This module is used to calculate the return of an instrument or portfolio from period T to T+1.

This module is used to calculate cumulative returns for defined periods.

This module is used to create custom or blended benchmarks. For example, a blend can be made that contains 40% S&P 500, 50% FTSE and 10% Cash + 150 Bps. The blended benchmarks can be kept at the security-level for use with processes such as Performance Attribution, or aggregated into a single return stream for Compositing or Ex-Post Performance Analysis. It also allows for definition of dynamic weights for each...

This module is used to extract data from a custom data source. For example, data can be extracted from a proprietary data source including Fame, Bloomberg etc. or data parsed off a non-traditional report.

This module is used to export data to a custom output source. It can be leveraged to export analysis data to a customized report. For example, performance data generated by the Performance Attribution module can be exported to a custom Excel, PDF or HTML report.

This module provides multiple Data Anonymization options including Data Masking, Hiding, Pseudonymization, Perturbation, Swapping and Encryption. Any data from any source can be anonymized by inserting it into the data flow. A single data set or entire databses can be anonymized using this module. Enterprise-level anonymization rules can be enforced by inserting this module into the firm’s technology stack.

This module is used to scrub and validate data. The module can also be used to create a true/false or 1/0 data column that corresponds to the match/not match data comparison.

Perform data compliance/validation check and procedures on security (example Sector, Industry etc.) and portfolio (weight, market value etc.) attributes. Offers validation for a range of dates. Portfolio validation can be performed both absolute and relative (benchmark).

Use this module in ODIN Process Manager config files that launch the ODIN Data Manager in App Builder

This module is used to compare two or more data sources to see if their data is in sync. It will report all exceptions.

The Data Validation Engine allows you to test and report on all data brought into ODIN. You can set alerts and exports based on a set of conditions that make up a validation rule. The data passed through this module will exit the module unchanged after all tests are run.