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Published byRodney Anderson Modified over 9 years ago
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Speedwell Weather System 2001-2012
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...a high-level summary of the latest release of SWS, v8.0
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Data Support
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Any daily, hourly or sub hourly time series (does not have to be weather related) Any new ‘element’ can be added at a press of a button Multiple data types and hierarchies Deterministic and ensemble forecasts
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Data and Forecasts Plot Daily and Hourly Data Plot and verify forecast View Pivot Hourly data tables
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How to manage your Data by doing nothing The SWS Data Manager manages the data so well... That most SWS clients don’t even know it exists!
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Seamless Data Management 1.Define the data sources 2.Map the CSV files Headers 3.That is it – done! 1.Define the data sources 2.Map the CSV files Headers 3.That is it – done!
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Strict Data Types Management Made Easy Speedwell Weather uses the standard SWS data base as the backbone of its data and forecast business….it scales!
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SWS Pricing and Settlement Hierarchies Hides all Complexity SWS Pricing Hierarchies ensures the best data are automatically loaded and automatically pick up settlement data as soon as the calculation period starts In a nutshell: Data are easy to use Multiple data types allow full understanding of data provenance Hierarchies mean that processing of those data types is simplified but fully transparent Full audit trail of data point changes
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Pricing
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Structure Support Daily Index Hourly / sub hourly Index Basket Index Compound Index e.g. Wind + Temp Multi stations (baskets, any weights) Can Mix Daily and Hourly variables No software restrictions – have it as complex as you need..compounds of compounds of compounds of...
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Rich functionality that gives you all the necessary pricing tools
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Remember your strategies and matched trades
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Portfolios
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Portfolio and Risk Reports Historical Simulations PL Expiry VaR Daily VaR Markowitz Charts PCA SSD
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Connecting to other systems
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SWS API This Excel sheet shows how to import trade from Excel to the SWS database The SWS Engine can be called from any software supporting COM or.Net technologies. These include C++, MatLab, Excel,.Net, etc
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SWS Calculation API This example shows how to perform Trend Analysis using the SWS API in Excel The Entire SWS Calculation Engine can be called from any software
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Back Office and Invoicing
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Full Support for the trade life-cycle Be in control of the entire trade flow
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Automatically Batch Process Trades Configure SWS to automatically calculate and settle trades at the end of each day Never forget a trade Additional optional components available to further automate trade processing
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Be notified and notify people automatically
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Hosted or in house?
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Hosted by Speedwell Set up and managed by Speedwell Your own secure DB Secured Citrix Connection 15 minutes DB Backup Automatic VM-Ware backup of SWS servers Hosted in Cat-3 Server Farm Installed in-house Can still be set up and managed by Speedwell Can be easier to run your own MatLab code
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