Introduction

In the dynamic and fast-paced world of finance and asset management, owning and understanding your data is crucial to success. These tools and technologies enable investment professionals to gain insightful perspectives, make informed decisions, and ultimately, drive their respective portfolios towards optimal performance. These articles explore a series of key concepts and technologies used in this complex landscape with a focus on Data Warhousing.

We'll take a closer look at the specific attributes of financial software, including user interface design and the integration of various data sources. We'll explore early decision making processes with respect to build vs buy and custom build-outs.

We will talk about the various hedge fund users and consumers of our analytical technology. This includes the important role played by the risk manager to produce the most appropriate metrics such as different betas for stocks, as well as the operations team to close their books and reconcile positions. We will also cover the front-office users such as the traders, analysts, and portfolio managers.

Further, we will delve into the specifics of investment return calculation methods, with a focus on the comparison between dollar and time-weighted returns. We will also discuss how data warehousing can be leveraged for fund due diligence and attribution. Value-at-Risk (VAR) calculation and its liquidated VAR rule, a crucial element of operational risk management, will also be under our purview.

Finally, the exploration of securities information management and pricing data handling will illuminate how essential information is organized, handled, and utilized in financial practices. Backcasting returns and their currency specifications will round off our conversation, setting the stage for a discussion on foreign PNL calculation, a vital aspect that requires careful consideration of factors like trade timings and FX changes.

In providing this comprehensive walkthrough, these articles aims to deliver valuable insights for professionals navigating the ever-evolving domain of financial management.