Linq to Financial Markets : Optimizing Provider to Real-Time Quotes, Analytics, and Silverlight-WPF Visualization

Announcing a new Optimizing Linq Provider

The Linq to Financial Markets provider

An easier way to consume, visualize, understand and quantify just about any information you can imagine from the world of global financial services.

• Real-Time stock quotes to Complex Analytics of Multi-Asset Class Portfolios
• Monte-Carlo simulation with Optional Quantitative Add-Ins
• Efficient frontier Optimization based on Constraints you Set
• User defined heuristics from strategic rebalancing to day-trading

Thanks to Microsoft's Linq technology (introduced in the .NET 3.5 platform), the code in the image above is 100% real. It's well established that by making things easier and more 'declarative' overall productivity goes up, quality improves and most importantly overall maintenance and future extensibility can get the attention they often lack once the non-strategic work is made unnecessary.

In the case above we get the items in our portfolio now priced (using a real-time feed) below their 90 day moving average. You can 'inject' added information as we do above for history. Another option would be to inject some 'predictive' numbers using a simulation technique.

There are many Linq providers, however most are 'technology focused' such as dealing with protocols or platform APIs. We have always been the most interested in solving the harder problems driven from the business perspective. Although there are many technologies involved here, the larger difficulty is making it available in whatever way you would like to see it, across a broad set of dimensions well beyond any technology constraint.

We support more then just 'detail' information, You can use aggregate style commands (say you want to to get you assets for a pie chart that displays asset class holdings in percent). If you then wanted to drill-down, you could use the same asset class information in a 'where' clause to limit the detail to just what you own in that class. But moving well beyond 'SQL' type logic, you can set up monitoring alerts that take action if/when a trigger is met.

The key is the same simple syntax is used for all data providers across all levels of information, including full-text scans and a new feature we're working on now for a future release incorporating an even easier natural language syntax.

This platform is not a fundamentally new way to calculate or retrieve this information. We've had access to many frameworks, API's, data providers, etc. for a long time now.

What this Linq provider does however, it change the dynamics of complexity, time to market, assumed costs in maintenance and testing, and much more. This offering's goal is to make problems in this domain become utterly trivial. Our goal is to empower your team to make trivial what was previously arduous.

You're about to 'declare' what you want, rather then describe each step in the process. If your thinking it looks a lot like 'SQL' you're 100% correct. However SQL could never achieve what Linq provides.

Comparing SQL to what Linq is capable of is like comparing your ability to easily retrieve information from accounting to easily retrieving information from 'anything that is information'.

Due to the nature of the access to this information, we are still working out the details for the open-source version we plan to offer soon. The world of the owners of this data has not caught up to the philosophy we have for transparency and shared value. Send us an email for updates or simply register for the site feed. Also if your in the industry and have an interest we are looking for innovative early adopters. Also, we'll be posting on many of the challenges we faced and a few innovative solutions we applied to the emerging and highly strategic domain of intelligent Linq Parser development.