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148 Modules

    ODIN Modules

  • - Statistical, MATLAB, Utility

    MATLAB Kolmogorov-Smirnov Test

    This module harnesses the MATLAB® engine to compute the Kolmogorov-Smirnov P-value on a table set. This P-value can be used to test whether a given set of values follows a normal distribution.

  • - Mathematical, MATLAB, Utility

    MATLAB Matrix Decomposition

    This module harnesses the MATLAB® engine to compute the singular value decomposition of a matrix.

  • MATLAB, Utility

    MATLAB Optimizer

    This module harnesses the MATLAB® engine to perform a mean-variance optimization of a portfolio based on expected returns, covariance and subject to user-defined constraints.

  • Arithmetic, Utility

    Matrix Operation

    This module is used to handle matrices and perform operations.

  • Transform, Utility

    Matrix to Relational

    This module converts data in matrix form to data in database form.

  • Transform, Utility

    Model File Transform

    Transforms and Validates data using saved report settings from the SAYS Platform™. Can be used in batch mode transformation of raw data files using SAYS’ data management module.

  • Transform, Utility

    Move Data Column

    This module is used to move one or more data columns.

  • Import, Import Database

    MySQL

    This module is used to read data from a MySQL relational database. The data can be imported by using a query or procedure. Procedure or Query parameters can be defined in a setting or setting file. ODIN will then execute the procedure or query for each set of parameter input.

  • Export, Export Database

    MySQL Out

    This module is used to write data to a MySQL relational database. The data can be exported by using an insert/update query or procedure.

  • Analytical, Utility

    NAV Retail Fund Calc

    This module supports generation of multiple return types including Gross and Net Return for multiple class types. Supported class types include: Class A (Front End Load), Class B (Back End Load), Market/Closed End Fund, Class C (Back End Load) SYNTHETIC and Class C (Back End Load) Convertible. Offers an optional detail view for debugging results.

  • Analytical, Utility

    Net Trade Cost Tool

    GIPS compliant firms now have more options under the 2020 GIPS standards to use estimated transactions costs. All returns must be calculated after the deduction of transaction costs incurred during the period. The firm may use estimated transaction costs only for those portfolios for which actual transaction costs are not known. This module will calculate returns that are net of transactions costs from Trade Quantity or Trade Value using estimated...

  • Processing, Utility

    Network Processing

    Opturo’s Network Processing module allows our clients to effectively scale across multiple machines on the network in order to handle large volumes of batch processing under strict time constraints. It is highly available and communicates using Java Message Service over Transmission Control Protocol (TCP).

MATLAB Kolmogorov-Smirnov Test

This module harnesses the MATLAB® engine to compute the Kolmogorov-Smirnov P-value on a table set. This P-value can be used to test whether a given set of values follows a normal distribution.

Inputs

  • input.csv

    • Outputs

  • p-values.csv

    • MATLAB Matrix Decomposition

    This module harnesses the MATLAB® engine to compute the singular value decomposition of a matrix.

    Inputs

  • Matrix.csv

    • Outputs

  • Matrix_V.csv
  • Matrix_S.csv
  • Matrix_U.csv

    • MATLAB Optimizer

    This module harnesses the MATLAB® engine to perform a mean-variance optimization of a portfolio based on expected returns, covariance and subject to user-defined constraints.

    Inputs

  • covarianceMatrix.csv
  • expectedReturns.csv

    • Outputs

  • optimalPortfolio.csv

    • Matrix Operation

    This module is used to handle matrices and perform operations.

    Inputs

  • correlation.csv

    • Outputs

  • output.xls

    • Matrix to Relational

    This module converts data in matrix form to data in database form.

    Model File Transform

    Transforms and Validates data using saved report settings from the SAYS Platform™. Can be used in batch mode transformation of raw data files using SAYS’ data management module.

    Move Data Column

    This module is used to move one or more data columns.

    Inputs

  • data.xls

    • Outputs

  • output.xls

    • MySQL

    This module is used to read data from a MySQL relational database. The data can be imported by using a query or procedure. Procedure or Query parameters can be defined in a setting or setting file. ODIN will then execute the procedure or query for each set of parameter input.

    MySQL Out

    This module is used to write data to a MySQL relational database. The data can be exported by using an insert/update query or procedure.

    NAV Retail Fund Calc

    This module supports generation of multiple return types including Gross and Net Return for multiple class types. Supported class types include: Class A (Front End Load), Class B (Back End Load), Market/Closed End Fund, Class C (Back End Load) SYNTHETIC and Class C (Back End Load) Convertible. Offers an optional detail view for debugging results.

    Inputs

  • data.xlsx

    • Outputs

  • retail_fund_calc_result.xls

    • Net Trade Cost Tool

    GIPS compliant firms now have more options under the 2020 GIPS standards to use estimated transactions costs. All returns must be calculated after the deduction of transaction costs incurred during the period. The firm may use estimated transaction costs only for those portfolios for which actual transaction costs are not known. This module will calculate returns that are net of transactions costs from Trade Quantity or Trade Value using estimated transaction cost per traded share (trade quantity) or transaction cost per dollar of trade value (Trade Value). It also has the option of defining transaction costs based on Asset Class.

    Inputs

  • NetTransactionCostToolData.xlsx

    • Outputs

  • NetTradeCostResults.xls

    • Network Processing

    Opturo’s Network Processing module allows our clients to effectively scale across multiple machines on the network in order to handle large volumes of batch processing under strict time constraints. It is highly available and communicates using Java Message Service over Transmission Control Protocol (TCP).