TIBCO Spotfire S+ Advanced Analytics Modules

For advanced statisticians and developers who demand large-scale optimization in domain-specific contexts, S+ Advanced Analytics Module, Empowered by FinMetrics® and NuOPT®, offers you the most comprehensive, cutting-edge software for modeling, analyzing, and visualizing financial market data, allowing you to perform:

Key Features

TIBCO Spotfire S+ & Advance Modules

1 Month License

1 Year License (15% off)

Evaluation

Watch TIBCO Spotfire S+ in Action


SAMPLE APPLICATIONS 

Portfolio Optimization 
  • Optimize portfolios of assets incorporating a variety of realistic constraints, going well beyond the classical Mean-Variance (Markowitz) formulation.
  • Build complex models that combine different classes of assets and subgroups of assets simultaneously.
  • Solve problems involving large portfolios efficiently.

Nonlinear and Robust Statistical Modeling

  • Apply new penalized and robust regression methods, traditionally only applicable to small data sets, to very large problems.
  • Find better parameter estimates for nonparametric models using global fitting 
    criterion.

Applications of Mixed Integer Programming in Quantitative Finance

  • Basket Selection: given an initial portfolio, select basket of trades given that only a maximum number of trades are allowed (along with other turnover constraints).
  • Cardinality Constraints (number of names constraints): given the asset universe, portfolio managers often need to limit the total number of holdings (both long and short) in their final portfolio.
  • Buy In Threshold Constraints: some assets can only be purchased or sold at certain minimum levels, or overly small holdings or trades may need to be excluded in an optimum portfolio.
  • Round Lots: restrictions defining the basic investment unit. For instance, investors are only allowed to make transactions in integer multiples of these round lots.
  • Lower Partial Moments Optimization: Instead of using variance as a risk measure, it is sometimes desirable to optimize on downside deviation. The ability to declare and use integer variables makes it easy to formulate the problem elegantly and therefore solve more efficiently.

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Spotfire's interactive information visualization and analytic solutions give users a remarkable experience for quickly and easily querying data and reporting results for superior business intelligence. From portfolio management and customer retention programs to key processes such as CRM, marketing, research, bioinformatics, yield and asset management and design for manufacturing, enterprises around the world rely on Spotfire's business analytics software to improve operational performance.

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