[Unitized] Time-Series-Manager application suite

Foreword

[Unitized] Time-Series-Manager is designed to simplify the highly complex and reactive task of producing clean and accurate Market data from snapped prices or real-time feeds.


[Unitized] Time-Series-Manager was engineered as a loosely coupled application for cloud computing, many years before the term was actually coined !

What does this mean ?

This means you can manage transparently multiple sources of data repositories scattered geographically to publish and consume data. 
Time-Series-Manager is lightweight and needs no physical relationship with the data when it runs.
Data integrity is guaranteed regardless of the number of concurrent users.
Every operation, complex or trivial can be managed from a browser.
Operations can be customized and exdtended by any power user.

Although initially designed for Financial-Risk-Manager and Risksvr™, [Unitized] Time-Series-Manager is now used to supply other third party systems.

[Unitized] Time-Series-Manager was first designed as a separate collection of tools to compute stochastic variates for more than 10'000 Vertices at a time.

Time-Series-Manager can be used for both End of Day and Real-Time Risk Factor Computations ro a mixture thereof.

It currently provides all the necessary interfaces to:

• Snap, Scrub and Create Risk Factors on the Fly for Time-Series accumulation. Fill missing points with user defined functions. (PreviousValid, NextValid, AverageToDate, MLE, VolToDate, etc)
• Compute Absolute and Relative Moments (Volatility, Correlation, Skewness & Kurtosis) for:
  • Currencies, Equities, Commodities, Riskless Curves and Spread curves (Additive, Multiplicative & Full), Volatilities
  • Full Spread and Riskless Curve Correlations for dual multivariate stochastic movements
  • Forward Volatilities and Correlations for Market Model and Volatility Function Models.
  • Interest Rate Mean Reversion.
• Spectral Decomposition and correct Non-Definite or Semi-Definite Matrices. Expected Maximum Likelihood estimators. Compute Unitize and non standardized Correlations for Cholesky Bypass
• Save Results in multiple format. (Database [Oracle,Sybase, mysql, mssql, ODBC], xml, csv, name value pair)
• Compute Correlation changes and Moments of Volatility.

The standalone version of [Unitized] Time-Series-Manager available for download is a simplified versions of the same Time-Series-Manager interface used on-line to compute data.

Are you trying out Risksvr™ ?

Risksvr™ is designed to work "out-of-the-box" with [Unitized] Time-Series-Manager.
If you just want to try Risksvr™ out, you do not need to download [Unitized] Time-Series-Manager.

You can run Risksvr™ directly by clicking on Run rather than Save during  download.

If you choose to run Risksvr™ with online Market Data, you must maintain an active internet connection so that Risksvr™ can keep in sync with the online versions of [Unitized] Time-Series-Manager.

Get Started

To run [Unitized] Time-Series-Manager from your computer two prerequisites must be satisfied:

• A Database Server connection to which TSM can connect must be running with the Risksvr™ Database Schema installed.

• A default Realm is necessary. The default Realm acts as the  default data repository where data can either be sourced or sinked.

These two tasks are performed automatically during setup.

Setup will actually check you computer for any valid previous pre-requisites. if no valid database is already installed or available on your computer or network.

Setup will install a database server with the necessary RiskServer Schema. This Database will not interfere with other existing databases running on your computer.

Important:

If setup installs the database server, you will be asked to define your own administrator account and password. If your are not the administrator of your computer you might want to ask your administrator to do this for you

If a valid database is already configured on your computer, you will need to ask your system administrator to either:

1. create a new user with read/write /create permissions
2. Or provide a temporary access to the administrative user rights.

If you haven't installed  Risksvr™  and you are running setup for the first time, a wizard will offer to setup Realm path, name and alias for you.

In most cases, we recommend you accept the default values provided by the wizard

You can configure Realms and DataSources manually in the Settings Tab of the main dialog once setup has been completed.

For more information on Realms see Realms and DataSources section below