Finance - Mango Solutions

Finance

Financial companies rely on making fast correct decisions based on quality data. Mango assists financial companies by incorporating statistical routines and algorithms into extensible quality software developments. Our developments range from enhancing the power of Excel through to enterprise solutions.

Mango specialise in the use of R for statistical and analytical programming.  R is the fastest growing global data analysis tool and its open and flexible nature can be harnessed  to provide cutting edge analysis. Mango’s team has wide experience of deploying R and statistical based analysis routines through a variety of delivery mechanisms to suit customer requirements and infrastructures.

The need for an “edge” drives financial institutions to research and discover new methodologies and paradigms. Topics as varied as big memory, discrete optimisation and principal components analysis require a combined IT and statistical approach to solve them efficiently and in a robust manner. Mango’s team have wide experience of delivering and supporting solutions that address both areas of expertise.

Examples of recent projects include:

  • Excel rationalisation into three tiered structure: GUI, business rules and data, operational risk reduction.
  • Systematic development of fixed income passive portfolio processes. Building a “transparent and discrete” optimiser to maximise on “value” whilst minimising against multiple user defined risk parameters.
  • Building a backtesting trading platform to allow dynamic and multi-layered user-defined trading rules to be expressed, allowing live trades to be posted to internal trading systems.
  • Factor production from vendor data: automatic production of historic and live “factors”. From vendor data; cleaning, adjusting, frequency adjusting, aligning and comprehensive model definition enabling building of factors.

Contact us to find out how we can help your business