Portfolio Decision and Surveillance System in Finance: Overview and Development
Dr. Claus Madsen, a Finance Ph.D. professional, delves into the intricacies of Portfolio Decision and Surveillance System (PDS), a tool for asset allocation, risk management, and valuation. He discusses his expertise in working with Dyalog APL and WPF interfaces for building PDS, emphasizing the usage of Syncfusion Controls. The development timeline, design considerations, and the utilization of WPF for seamless integration are explored in detail.
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Presentation Transcript
Claus Madsen, PhD, Associate Professer DTU, Founder FinE Analytics, Co-Founder and Partner InRisk 24. September 2014
Who am I? What is PDS? A tour of PDS: Portfolio Decision and Survelliance System Why WPF? End Remarks
My profession is Finance Ph.D in Financial Engineering Has and am working mainly with Risk (Credit, Market, Counterparty) and Valuation from a Quantitative perspective Selfemployed since 2001, mainly developing the financial toolkit: FinE Function Library (www.fineanalytics.com) Before that...Quant (and Risk) for +14 years in different Banks More recently PDS......more later
I have been working with Dyalog APL since version 6...that means around early 90s Which is the only language i really know....on a good day I can read C#..... I have known WPF since last august I do not write XAML but I do steal
Is short for Portfolio Decison and Surveillance System The short version: PDS is foremost an advanced Asset Allocation Tools for the Professional Investor Secondly it is a Market-and Credit Risk plus CVA engine....
Development: Started in Dyalog 12.1 (september 2013)...then 13.2 and recently 14 I have spend around 4-5 full time month on it.... Uses around 30 different Syncfusion Controls, for example: TileView, TreeView, Wizard, DockingManager, SfChart, GroupBar, ToolBar, GridControl, Busy Indicator, Carousel...etc
PDS is: Written purly in Dyalog APL 14 With an interface purly in WPF with a focus on the Syncfusion Controls Make use of the WPF ws from Michael Hughes For mainly: Events, Commands, Binding and Resources....
Design: In WPF it becomes a question of what you want, not what is possible Lego: Everything fits together Content, Children og Items...mostly Databinding: Allows for the separation of Interface, Data and the Calculation Engine (PDS is like that)
What we need more..... Databinding...Two-Ways for GridControls The next for PDS... Databinding all over...Interface contains no Data whatsoever HTML5.....etc (maybe MiServer 3.0)
