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156 Modules

    ODIN Modules

  • Analytical, Utility

    Python Bridge

    The PythonBridge module provides a seamless integration between VIA’s Java data pipeline and external Python scripts. It allows datasets prepared in VIA to be serialized as Apache Arrow/Feather files, passed to Python for advanced analytics, and returned back into VIA without manual data handling.

  • Analytical, Utility

    R

    This module allows the user to import and export data to R as part of an ODIN process. A translation is made between Opturo’s TableSet data type and R’s data frame data type. This allows to take full advantage of R’s wide range of statistical and graphing capabilities as part of a larger ODIN process.

  • Transform, Utility

    Reconcile Identifiers

    This module is used to reconcile identifiers to a master identifier. For example, map all data containing cusip, ticker or sedol to an internal common identifier or to a global identifier such as ISIN. The identifier column being reconciled must be set as the row header using the CREATE_ROW_HEADER module.

  • Transform, Utility

    Retrieve Column

    This module is used to retrieve a list of defined data columns.

  • Transform, Utility

    Retrieve Defined Period Detail

    This module brings back the start and end dates for the data required for a list of Defined Periods (MTD, YTD, Trailing 2 Year etc.). In addition, it also provides the data date range for each of the defined periods in the list

  • Transform, Utility

    Retrieve Row

    This module is used to retrieve a list of defined data rows.

  • Transform, Utility

    Retrieve Table

    This module is used to retrieve a list of table sets.

  • Risk, Utility

    Risk Summary

    This module is used to generate comprehensive and detailed portfolio risk assessment reports. It delivers the world’s first Rapid Deployment (No Implementation – Plug & Play) portfolio risk assessment analysis capability applicable to any firm. The module can integrate with any third-party or in-house factor-based risk model, including models by Northfield®, Barra®, APT® etc. By leveraging the ODIN infrastructure, firms can have comprehensive risk assessment capabilities in matter of...

  • Documents, Export

    RTF Out

    This module is used to write data to a RTF document. The output of a ODIN process can be written out to a presentation-ready RTF document.

  • Transform, Utility

    Rules Engine

    This module allows users to define filtering rules and exception rules using natural language expressions, e.g. birth_date > 20110416

  • Import, Utility Modules

    Run Configuration File

    The Run Config module runs a previously saved ODIN configuration file and imports the data from its VIA.DOWNLOAD_MODULE into the current ODIN Process. This can useful if you find yourself repeating tasks in ODIN. This lets you avoid having to rewrite parts of the process that repeats. Also if you change something in the saved configuration file it would propagate to all your other configuration files that use this...

  • Import, Utility Modules

    Script

    This module is used to run external command line scripts through ODIN. For example, if the ODIN processes is dependent on a file that is created by a third-party script, then that script can be integrated into the program or process.

Python Bridge

The PythonBridge module provides a seamless integration between VIA’s Java data pipeline and external Python scripts. It allows datasets prepared in VIA to be serialized as Apache Arrow/Feather files, passed to Python for advanced analytics, and returned back into VIA without manual data handling.

R

This module allows the user to import and export data to R as part of an ODIN process. A translation is made between Opturo’s TableSet data type and R’s data frame data type. This allows to take full advantage of R’s wide range of statistical and graphing capabilities as part of a larger ODIN process.

Example

This process reads in returns streams, passes them to R to create two graphs (scatterplot and histogram), then computes the correlation matrix and outputs it to a text file.

Reconcile Identifiers

This module is used to reconcile identifiers to a master identifier. For example, map all data containing cusip, ticker or sedol to an internal common identifier or to a global identifier such as ISIN. The identifier column being reconciled must be set as the row header using the CREATE_ROW_HEADER module.

Retrieve Column

This module is used to retrieve a list of defined data columns.

Inputs

Outputs

Retrieve Defined Period Detail

This module brings back the start and end dates for the data required for a list of Defined Periods (MTD, YTD, Trailing 2 Year etc.). In addition, it also provides the data date range for each of the defined periods in the list

Outputs

Retrieve Row

This module is used to retrieve a list of defined data rows.

Inputs

Outputs

Retrieve Table

This module is used to retrieve a list of table sets.

Risk Summary

This module is used to generate comprehensive and detailed portfolio risk assessment reports. It delivers the world’s first Rapid Deployment (No Implementation – Plug & Play) portfolio risk assessment analysis capability applicable to any firm. The module can integrate with any third-party or in-house factor-based risk model, including models by Northfield®, Barra®, APT® etc. By leveraging the ODIN infrastructure, firms can have comprehensive risk assessment capabilities in matter of days. The module offers the unique capability of generating time-series risk trends. Supports long only and long/short portfolio risk assessment.

RTF Out

This module is used to write data to a RTF document. The output of a ODIN process can be written out to a presentation-ready RTF document.

Inputs

Outputs

Rules Engine

This module allows users to define filtering rules and exception rules using natural language expressions, e.g. birth_date > 20110416

Run Configuration File

The Run Config module runs a previously saved ODIN configuration file and imports the data from its VIA.DOWNLOAD_MODULE into the current ODIN Process. This can useful if you find yourself repeating tasks in ODIN. This lets you avoid having to rewrite parts of the process that repeats. Also if you change something in the saved configuration file it would propagate to all your other configuration files that use this file.

Script

This module is used to run external command line scripts through ODIN. For example, if the ODIN processes is dependent on a file that is created by a third-party script, then that script can be integrated into the program or process.