Panopticon Demo: A Real-Time View of Order Book Depth
Traders need to understand what is happening to the order book right now – in real time – plus what has happened during the last few minutes. With Panopticon, traders can monitor for imbalances across instruments, and then investigate the latest book depth from that time onwards. It can query historic data stored in kdb+, OneTick, or virtually any other high performance data repository, or subscribe to live data streams from Kafka, Solace, Rabbit MQ, or other message buses.
When traders are monitoring a wide selection of stocks, they need to see a summary of all books along with calculated metrics to display anomalies. If they are monitoring only a few instruments, they most likely want to see them all in parallel. Panopticon supports either use case, and at any time, the user can jump from the live real time view of the order book to see any part of the trading day to examine anomalies in more detail.
Panopticon Demo: Visualize your Order Book with Full Depth
Panopticon enables traders to visualize their Order Books at full depth. While looking at Top of Book to see the spread across time is useful, traders can’t see what’s happening at depth unless they use much more sophisticated visualizations, as demonstrated in this video.
Viewing full depth stats across the a selected period makes it easy to understand what is actually happening with trades. Traders can grouping depth into multiple buckets (in order example, ten buckets) and calculate total size, size imbalance, spreads, and size-weighted average bids and offers down the book, at each level of depth. They can see where the book widens and narrows, where the book is balanced, where there are size imbalances, and where orders are more mixed. They can also see how the best spread correlates to the weighted average spread across the book.
This approach is especially useful when making comparisons between different instruments. Traders can easily see anomalies in book depth across the market, and how those anomalies change over time, down to the nanosecond level.
This dashboard also enables users to see what sort of strategies other firms in the market are trading; for example, is a rival firm’s strategy focused on market making or is it continuously moving liquidity between both sides of the book? Is it sporadic in its order flow? Does it look like spoofing?
In this video, we are looking at trading activity for equities, but the system supports all asset classes and quants, traders, and compliance officers can visualize order books for fixed income, derivatives, commodities, and foreign exchange instruments with equal accuracy and depth.
Panopticon Demo: Build Stream Processing Applications with Zero Coding
Panopticon Streams, a stream processing engine built on the popular Apache Kafka platform, enables business users to build sophisticated Kafka data flows with no coding. Streams connects directly to a wide range of streaming and historic information sources, including Kafka, Kx kdb+, Solace, Hadoop and NoSQL sources. Streams supports critical data functions including:
- Streaming Data Prep: Combines multiple real-time streams with historic data sources
- Calculation Engine: Calculates performance metrics based on business needs
- Aggregation Driver: Combines data as needed
- Alerting Engine: Highlights anomalies against user-defined thresholds
- Integration with the Confluent Enterprise Control Center
- Expanded support for IoT environments, including manufacturing, energy/utilities, and transportation/logistics
The engine is designed to be used by people who understand their business problems. They can create their own data flows utilizing data from any number of sources and incorporate joins, aggregations, conflations, calculations, unions, merges, and alerts into their stream processing applications. They can then visualize processed data using Panopticon Visual Analytics and/or output it to Kafka, Kx kdb+, InfluxDb, or any SQL database.
Panopticon Explainer: Build Compliance Dashboards with Proactive Alerts
Panopticon Streaming Analytics gives compliance officers a real-time view of all activity by trader — as well as by instrument, asset class, office, and desk. They can monitor and review current and historic trading activity with as much granularity as needed, down to the nanosecond, and configure proactive alerts to highlight possible compliance breaches.
Product Overview Videos
Panopticon Explainer: Analyze Equities Trading Activity in Real-Time
The key to improving profitability in equity trading is fast comprehension of market conditions and trading activity. This enables traders to make smart timing and execution decisions while keeping risk within limits. With Panopticon, traders and managers can monitor activity in real time and jump back in time to analyze every aspect of a trade with nanosecond accuracy.
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Panopticon Explainer: Streaming Analytics for Fixed Income Trading
Panopticon is a perfect fit for algo-driven Fixed Income trading. It makes it easy to monitor and analyze trading activity, risk, and profitability, and make full use of all your data resources. Traders can build and publish their own analytical UIs without writing any code. Panopticon handles data directly from kdb+, OneTick, Kafka, Solace, and practically any other data source you’re likely to need. With Panopticon, you can monitor trading activity in real time and jump back in time to analyze every aspect of a trade with nanosecond accuracy.
Product Overview Videos
Panopticon Explainer: Introduction to Panopticon Streaming Analytics
Managing critical IoT, telecommunications, and energy infrastructures requires real-time insight into massive amounts of information. Business analysts and engineers can’t wait for end-of-day reports to make decisions that directly affect their operations. They must be able to see and understand what is happening in real time – as it happens. They must also be able to examine all the events leading up a problem in fantastic detail.
Altair Panopticon provides people working for the world’s largest corporations with the tools they need to build and deploy their own real-time analytics applications. With Panopticon, engineers and analysts can spot emerging trends, clusters, and outliers in seconds. They can also rewind and look at every single step in a series of events with nanosecond accuracy. Panopticon handles data directly from any data source you’re likely to use, including real-time message buses, time series database, CEP engines, SQL databases, and Big Data repositories.
Product Overview Videos
Panopticon Explainer: Introduction to Stream Processing
Altair Panopticon Streams is a sophisticated stream processing engine that leverages the agility, speed, and power of the Kafka Streams framework and Apache Kafka. Streams enables business users to design and deploy new data flows using a standard web browser. Simply point and click to draw the data flow. Subscribe to streaming data inputs, including Kafka topics, plus non-Kafka streaming sources like message buses, web sockets, CEP engines, ticker plants, and market data feeds. Retrieve historical data from tick databases, time series databases, SQL row stores, column stores, NoSQL, New SQL, and restful web services. Create alerts based on performance metrics against defined thresholds and output processed data to Kafka topics, to email, or write to databases like kdb+, InfluxDb, or any SQL database.
Streams supports key data operations, including:
- Join and Union data streams and tables
- Aggregate and conflate streams of data
- Perform calculations
- Filter and Branch streams
Panopticon Streams works beautifully with Panopticon Visual Analytics to create a flexible and highly capable streaming analytics platform.
Product Overview Videos
Panopticon Explainer: Working with MemSQL
The MemSQL scalable relational database is designed to handle millions of transactions per second along with high performance queries. It’s a perfect match for trading analytics applications.
Altair Panopticon connects directly to MemSQL data repositories with no coding or middleware required. MemSQL’s industry-leading compression ratios enable it to ingest real time streams of trading and market data. It also supports fast query performance with millisecond response times across billions of rows, and the scale-out architecture supports thousands of users and petabytes of data. Combine MemSQL with Panopticon to deliver sophisticated trading analytics and compliance applications at the enterprise level.
Product Overview Videos
Panopticon Explainer: Proactive Alerting
Altair Panopticon supports Proactive Alerting to highlight anomalies in your trading activity that require attention — and possibly require immediate action.
Select a variable, which can be an aggregated measure based on multiple data sources, and decide if you want the alert to go out when that variable goes above or below a certain threshold for a set period of time. You can program your alerts to go out when your data first breaches a threshold or when the breach is over. You can define alerts based on data from streaming data sources, including CEP engines and message queues like Solace, Kafka, ActiveMQ, StreamBase, and many others, and/or historical data stored in virtually any kind of database, including kdb+, OneTick, MemSQL, InfluxDB, Oracle, Hadoop, MongoDB, SAP HANA, DB2, and more.
Product Overview Videos
Panopticon Demo: Monitor ATM Performance
This video demonstrates how to use visual analytics to monitor performance and profitability of a network of ATM machines. The system can monitor the number of transactions for each machine and identify machines that under-performing due to lack of supplies, paper, failed transactions, and/or funds. The dashboards also utilize real time data from the ATM network to help managers identify cases of potential fraud, including card cloning.
Panopticon Demo: Monitor IoT Sensors with Control Charts
Panopticon enables organizations to monitor and analyze real-time data streaming in from a wide variety of IoT sensors in industrial applications.
Panopticon Demo: Smart Meter Monitoring and Analysis
Panopticon visualizations enable smart grid managers to utilize real time data streaming in from a network of smart meters to analyze usage, price, cost, and identify opportunities to improve system performance and profitability.
Panopticon Demo: Monitor and Analyze Forex RFQs and Hit Ratios
Panopticon enables FX traders and managers to analyze hit ratios and RFQs based on real time streaming data. They can also look back at historical data on a transaction-by-transaction basis to investigate whether a problem is a one-off or part of a trend.
Panopticon Demo: Monitor and Analyze Forex Prices Spreads and Skews
In this demonstration, we analyze and monitor forex spot data in terms of prices, spreads, skews, and number of updates. The system utilizes real time streams of FX trading data and presents it on the screen using several advanced visualizations, including Treemaps, Heatmaps, and Scatter Plots, as well as time series data displays that support investigation into trends.
Panopticon Demo: Monitor Equity Trading Activity in Real Time
This video tutorial shows how real time-enabled visual analytics improve the efficiency and accuracy of monitoring trading activity in equity markets. Traders and managers can identify potential threats to profitability and take action immediately during the trading day, rather than wait for an end-of-day report.
Panopticon Demo: Monitor and Analyze Trading Profit and Loss in Real Time
The ability to analyze profitability during the trading day is a major advantage for firms engaged in electronic or high frequency trading. Traders can take corrective action like changes to strategy and execution venue selection as soon as they spot an issue that may drag trading into loss territory for the day.
The Panopticon Streaming Analytics Platform enables buy side and sell side firms to connect to virtually any data source, including kdb+, Kafka, InfluxDB, OneTick, and Solace (as well as virtually all other sources commonly deployed in electronic trading infrastructures). They can then visualize real-time streaming and historical time series data in ways that enable them to understand what exactly is happening with their profitability, what caused specific problems, and devise effective approaches to improve profits on the day.
Panopticon Demo: Real-Time Risk Aggregation and Monitoring
Trading firms can analyze risk in real time - at a microsecond by microsecond level - using Panopticon. The system enables traders, managers, and compliance offers to analyze positions, exposures and trading activity in real time, and at the most granular level possible. They can identify risk and P&L variance anomalies immediately and take action right away, rather than constantly looking back and making after-the-fact decisions based on old data.
Panopticon Demo: Trader Surveillance with Real-Time Dashboards
Regulatory change is driving capital markets firms to move from individual trade surveillance to trader surveillance. Firms must look at the holistic risk profile for each individual trader, combining their alerts from the trading and communications systems, including exposures and P&L. Managers can use Panopticon real-time visual analytics to identify where problems exist before they become bigger regulatory issues.
Panopticon Demo: Monitor and Analyze Forex Prices in Real Time
Forex traders use Panopticon to analyze movements of a range of currency pairs in real time - down to the microsecond level if necessary - to determine whether to buy or sell a currency pair at any given time. Traders can visualize a time series for blocks of time or examine current pricing and make useful comparisons based on real time streaming feeds.
Panopticon Demo: Monitor and Analyze Fixed Income RFQs and Hit Ratios in Real Time
Traders and managers use Altair Panopticon to see real-time data on fixed income RFQs and Hit Ratios. It enables them to identify problems quickly so they can take action during the trading day.
Panopticon Demo: Ensure Best Execution and MiFID II Compliance
Best execution under MiFID II is a holdover from its predecessor, MiFID I, but with two kickers. First, it’s much broader in scope, applying to all asset classes versus MiFID I’s equities-only focus. Second, and perhaps more onerously, it’s more forceful: investment firms have an obligation to take “all sufficient steps” to execute client orders to ensure the best possible outcome for their customers, compared with MiFID I’s mere “all reasonable steps”.
Altair Panopticon real-time visual analysis software makes it possible for trading firms to comply with MiFID II regulations while simultaneously reducing risk and improving profitability."
Panopticon Demo: Visual Monitoring and Analysis Applied to Best Execution
Tabular displays are useful in examining top level aggregated data, but quite limited when the number of rows grows to hundreds of thousands. This is especially true when dealing with data related Best Execution; there is an enormous amount of data to be analyzed, and the analysis must be conducted in a timely manner in order to be useful.
Specialized visual analytics tools make it much easier - and faster - to slice and dice the data to identify outliers and anomalies. We use different visual techniques to look at different aspects and dimensions in the data. When we spot a problem, we can drill into the child orders to figure out what is doing wrong. For example, visual analytics makes it obvious when a venue is underperforming, and since we can see what the issue is while it is happening, based on real-time trading data, we can reallocate our order flow to compensate during the trading day. We can also do "what if" analysis and understand what would happen if we redirected flow away from a particular venue.
Rather than using our data handling infrastructure only to generate reports as required by regulators or looking at end-of-day aggregated TCA data, we can effectively monitor and analyze all trades as they are happening and modify our trading activity to optimize our profitability and maintain compliance.
Panopticon Demo: Fast Visual Analytics for Capital Markets
Altair Panopticon makes it possible to identify outliers and anomalies very quickly in massive amounts of real-time and historical trading data. The tool is designed specifically for Capital Markets applications and major firms all over the world use it to improve profitability, manage risk, monitor trading activity, detect fraud, and perform other critical functions related to trading instruments of all types.
Panopticon Demo: Monitor Market Risk in Real Time
Capital Markets firms trade across multiple liquidity venues and multiple currencies and must be able to monitor their risk exposures in real time - at a transaction by transaction level - instead of making decisions based on aggregated data from a previous day's report.
Panopticon makes it easy to analyze trading data in real time, including passive or aggressive executions, directed orders, multi-venue orders, and orders associated with a trading strategy and customer.
In this demonstration, Panopticon is analyzing historic queries and real-time execution performance data streamed in from kdb+ from kx.
Panopticon Demo: A Broker’s View of Order Book Depth
This video demonstration shows how brokers for any asset class (Equities, Futures, Credit, FX, Commodities) can monitor and analyze every order event, including new orders, cancels, partial fills, and fills using the Altair Panopticon Streaming Analytics Platform.
They can see their order books with full depth, visualize historical data for any time period (from nanoseconds to years), zoom in and resample their trading data to investigate trading anomalies in specific time periods, and subscribe to the incoming streaming book and order events.
Panopticon Demo: Analyze Futures Trading P&L in Real Time
Altair Panopticon enables traders to monitor and analyze profit and loss data in a futures trading operation, including real time, intraday, and historic P&L. The system also allows users to play back through a history of trades in order to perform visual backtesting of trading algorithms and strategies.
Process and Visualize Real-Time Streaming Data by the Solace Messaging Platform
Using Panopticon to monitor and analyze real-time Solace streams makes it easy for business users and engineers to build, deploy, and being using their own streaming analytics solutions – customized to their unique requirements – without writing any code.
Optimize Electronic Trading Performance Across Financial Markets
Improve profitability and ensure regulatory compliance for electronic trading operations using Altair Panopticon with the Confluent Enterprise Kafka Platform.
Process and Visualize Time Series Data Managed by the MemSQL High Performance Database
Connect directly to data stored in MemSQL in seconds. Build complex stream processing and visual analytics applications in minutes.
Technical Deep Dive - Optimize Execution Quality using Cloud Data, Python and Streaming Analytics
In this webinar our panel discusses new approaches to the old problems of optimized execution, the role of new technologies including AI in improvement, and how to implement and integrate tools and technologies to build an efficient and cost-effective technology stack. This is a deep dive into the technology architecture and tools required for quants and other decision-makers involved in the trading process to optimize execution quality.
Build Streaming Analytics Applications for Kx kdb+ Data Environments
Altair customers use kdb+ with the Panopticon Streaming Analytics Platform to in a wide variety of applications, including best execution, client flow analysis, risk and trading analytics, surveillance, and compliance.
Altair Panopticon Proactive Alerting
Panopticon Proactive Alerts make it easy to highlight anomalies in trading and/or market activity. You can set up a new alert in a few minutes, and specify whether the designated users will receive alerts on their screens, via email, and/or with sounds.
Big Data Challenges in Capital Markets
The world of financial services is not short on data, however, there is a shortage of tools that can handle everything the banks need to look at. From the very beginning, the Panopticon development team recognized the absolute need to work with what the industry is now calling “Big Data”
Altair Panopticon Streams
Panopticon Streams is the stream processing engine that works with Panopticon Visual Analytics software to form the Panopticon Streaming Analytics platform. Streams connects directly to a wide range of streaming and historic sources, including Kafka, and supports these critical functions such as real-time data prep, calculation, aggregation, and alerting engines.
The Search for Execution Quality
Regulatory change, competition, market fragmentation, and other factors are driving buy-side and sell-side firms to implement analytics systems to help them improve trading quality and reduce the cost of compliance. This two-part white paper explores best practices for approaching and planning such implementations.
eBook: Greenwich Associates on Improving Trading Performance
Greenwich Associates explores how electronic and high frequency trading firms can improve the performance of their trading operations using a new generation of stream processing and real-time data visualization tools.
AI & The Future of Product Lifecycles
This presentation discusses the changes in product lifecycles in the last decade or so, introduces artificial intelligence and machine learning, and how it fits with simulation & engineering. Simulation and machine learning product lifecycles, and current trends will be discussed, along with Altair's vision of simulation with machine learning.
Altair Panopticon for Capital Markets
Comprehensive monitoring and analysis of real-time trading and market data with zero coding. Delays in decision making are costly in electronic trading – whether you’re dealing with equities, fixed income, FX, futures, or commodities. Waiting for end-of-day reports means you’re likely to miss profitable opportunities, or fail to respond to threats to compliance until it’s much too late.
Altair Panopticon Datasheet
The Panopticon Streaming Analytics Platform gives business users and engineers the tools they need to build and deploy their own real-time data monitoring and analysis applications without writing a single line of code. Panopticon Visual Analytics is optimized for handling time-critical data, including data that may be changing with extreme rapidity. Panopticon supports the continuous optimization of real-time operations.
Altair Knowledge Works Product Offerings Datasheet
Knowledge Works supports deep data analysis that leads to quick results. Fast, agile analytics allows people across the entire organization to wrangle and with data and then share their findings, enabling everyone to make informed, data-driven decisions.
Insight derived from clean, consistent data leads to better decisions. Knowledge Works allows people of all skill levels to access data on demand and quickly make smart decisions that drive your business forward.
Professional Services Datasheet
Altair Professional Services offer affordable, high-return options for our customers who are striving to foster better data intelligence throughout the enterprise. The Altair Professional Services team is fully staffed with experienced data scientists and analytics experts to help you select, deploy and manage solutions that fit optimally into your organization. Whether you are looking for light mentoring services, or full outsourcing, our team can assist you – we want to be your trusted advisor. We want our customers to be trained and enabled to get the most out of Altair solutions. Therefore, we offer a broad set of training options in flexible formats to match any learning style.
Altair Panopticon Visualization Guide
Altair Panopticon Designer software supports a wide range of information visualizations, including our well-known Treemaps, Heat Maps, Scatter Plots, Horizon Graphs, and a wide range of other great visualizations designed for fast comprehension and easy interpretation of static, time series, real-time streaming, and historic data sets.
Panopticon Explainer: Real-Time FX Trading Analytics
Forex constitutes the largest and most accessible financial market in the world. Monitoring and analyzing all the data generated by a high volume FX trading operation is challenging, but solvable.
Panopticon Streaming Analytics enables traders to see exactly what’s going on in the market from every useful perspective. They look at real-time activity for any number of currency pairs to spot emerging trends, clusters, and outliers. They can also rewind and look at every single step in a series of trades using a wide range of data visualizations optimized for capital markets applications.
Product Overview Videos
Panopticon Explainer: Fast Analytics for Capital Markets
Major buy-side and sell-side firms and exchanges use Altair Panopticon fast analytics to improve profitability and perform:
- Market Microstructure Analysis
- Spread & Liquidity Analysis
- Flow Analysis
- Order & Execution Analytics
- Conduct quantitative analysis using R and Python.
Traders, analysts, and quants can connect to data sources and build completely customized dashboards suited to their unique needs in just a few minutes. They can see what’s happening in the market and with the firm’s trades in real-time – as it happens – on a tick-by-tick, trade-by-trade basis. They can make better execution decisions during the trading day, when those decisions can still affect profitability for the day.
Panopticon can subscribe directly to real-time streams, the outputs of CEP engines and live databases, and query tick history databases with incredible efficiency. It also handles all popular Big Data sources and is an excellent visual backtesting tool.
Product Overview Videos
Panopticon Explainer: Working with Kx kdb+
Your investment in Kx kdb+ may not giving you the tick-by-tick visibility you need to identify execution problems and their impacts in time to take corrective action. The culprit is often visualization tools that aren't granular enough or can't handle your trading data as fast as it comes in.
Altair Panopticon enables users to create real-time visual monitoring and analysis systems that build on your investment in kdb+ and kdb+tick with no middleware needed. Traders, quants, and compliance officers create their own analytical user interfaces using only a web browser.
The powerful combination of Kx and Panopticon lets you monitor and analyze market data, trading activity, risk, profitability, and regulatory compliance more effectively than ever before.
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