Financial Markets and Risk Tools

G-Square Solutions Pvt. Ltd.

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Derivator

RiskRator

Big Data Tools

Derivator

The Tool

Features

Products

Tool Derivator

Exchange Traded

Derivatives

Book Management

Risk Strategies

Structured Products

PricingBook

ManagementRisk

Features

• Has ability to price simple and complex derivative products

• It can be used for managing books: valuation and risk

• Option strategies can be easily analysed

• Options• Commodity options• Currency options• Stock options

• Exotic Products• Structured products• Global exotic products

One Product, Several Ways to Access

• Cloud-based pricing GUI for quick online pricing (our preferred mode of implementation)

• As an excel addin or integrating with excel sheets

• Mobile app for pricing deals on the fly

• Cloud-based API for integrating with other software (trading, back-office/mid-office etc.)

• Private cloud installation for complete control

• Python module for integrating with other solution

Option Pricing and Risk Analysis

Option Strategies: Risks and Book

Option Strategies: Scenario Analysis

Book Management

Client 1

Strategy Underlying Expiry Strike OptionType Notional Entering Price Current Value PnL Margin Margin+Premium Return Strategy PnL

USD Butterfly

Commodity 24-Dec 65 Call 1000 2 1.8 -200 0 2000 -10.00%

-20Commodity 24-Dec 67.5 Call -2000 3 2.7 600 10000 4000 15.00%

Commodity 24-Dec 70 Call 1000 4.2 3.78 -420 0 4200 -10.00%

Conditional

Commodity 1

30-Jan 7800 Put 25 90 81 -225 0 2250 -10.00%9

Commodity 2

30-Jan 1200 Put -130 18 16.2 234 30000 27660 0.85%

FrontSpread

Commodity 1

30-Jan 520 Call 500 9 8.1 -450 0 4500 -10.00%50

Commodity 1

30-Jan 480 Put -500 10 9 500 32000 27000 1.85%

Tot 39 72000 71610 0.0545%

Riskrator Equity Tool

Riskrator Equity : Product Summary

• Perform all risk and return attribution in a single seamless tool

• No need for integration, installation or development

• All market data managed centrally by G-Square

• Models updated regularly and all upgrades are given out to all clients

• Using cutting edge technology to make the experience of risk management unique

Fund Analysis features

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Industry-wise composition

Drill downs to each industry

Risk attribution for each stock

Return and risk-adjusted return for each stock

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Risk(At various confidence levels and time periods)

VaR

Beta

Sharpe Ratio Over all and at various drill-downs

Alpha Sector-Allocation Alpha

Stock-Selection Alpha

Comparison Analysis

• Compare two funds on risks and returns

• Analyse performance visually over time and compare with the index

• Decompose difference as:• Unique to first fund

• Unique to second fund

• Common to both funds

Other Analysis and Features

• Comparison with efficient frontier portfolio

• Create custom portfolios by modifying weighs and quickly analyzing

• Technology considerations:• Solution is cloud based making access across devices easy

• Export to excel and print the reports

• Excel addins for loading the analysis in excel

Scrip Risk-Adjusted Return Current Weight Optimal Allocation Gap

HDFC Bank 15% 7% 13% -6%

Tata Motors 8% 10% 7% +3%

ACC -2% 5% 2% +3%

Big Data Tools

Market Narrator• Automated market commentary

tool

• Choose instruments from various markets

• Generate automated commentary for the market on moves, volumes and economic numbers

• Plugin intra day graphs of price action and/or volumes

• Automated tables for movers

• News snippets from various sources

BigData Summary• Analyse news and social media

comments for a stock/company/commodity

• Get alerts on streaming news

• Get a consolidated view of trends in social media comments

• Identify key topics in discussion and news

• Get automated sentiment score card

• News

• Social

Let data lead the way forwardLet data lead the way forward

+91 22 43470408

info@g-square.in

www.g-square.in