C - DACs

High Performance Business Computing (Finance)

Total Solutions for Financial Applications
In recent years, the world has seen the emergence of new
technologies, increased sophistication and complexities in worldwide
financial markets and fierce competition
among
companies for survival and success. In the
wake
of
globalization
of
financial
policies,
traders,
financial advisors, financial institutions
etc.
require to keep abreast of new market
concepts,
corporate
strategies
and
financial
techniqu e s . T h e y n e e d t o a d o p t a d v a n c e d
technologies, which provide a cutting edge over their competitors.
Adoption of computer and communication
technologies forms an integral part of the
financial sector reform process. This has been
i d e n ti f i e d a s o n e o f t h e k e y
strategies for bringing about
profitability,
operational
efficiency,
improvements
in
customer
service,
productivity etc.
Today it is imperative to establish a link between business
strategies and information technology. Advance d Data Analysis and Data
Mining techniques can create this link. Adopting this
state -o f-t h e-art technology will provide decision makers and policy planners
with sophisticated tools for
advanced analysis of the
organization -wide data.
We at C -DAC aim at providing total
solutions in the areas of Capital Markets and
Banking to enable our clients to achieve their
objectives.

Finance, banking,
capital markets and
companies related to
them need to adopt
Information
Technology for
improving operational
efficiency customer
service and
profitability.

Advanced data analysis

and data mining
techniques establish a
link between business
strategies and
Information Technology

We provide decision
makers and policy
planners with
state-of-the-art tools for
advanced analysis of
data

Strategy Development 2000 (SD2000)

Strategy Development 2000

SD2000

Supercomputing-based Data Mining for Equities,

Foreign Exchange Trading
The battle in today's financial markets is increasingly being waged at computer speed and not human
speed. More and more traders now rely on computerized decision-making approaches to help them develop
winning investment strategies. The use of a supercomputer is of continuing importance especially in financial
modeling because of the
massive amount of data that
needs to be processed for
intra-day equity strategies.
Also anyone failing to
exploit these new tools may
find survival difficult.
SD2000
is
a
supercomputing
based
Decision Support System
using
Mathematical,
Statistical and Artificial
Intelligence
based
techniques for optimizing
returns while trading in
financial markets. The
solutions tend to improve
the odds of winning in a
complex, uncertain world.
The primary objective is to do Quantitative Modeling of global financial markets for investment analysis
and risk management. The syste m focuses on data of very short term price movements, including every single
trade, in a broad range of global markets. The density of this information requires the power of a supercomputer to
perform effective analysis. The tick -by-tick database that is being built is one of the largest in the world
dedicated to financial markets research.
The overall objective is to forecast not price, but ideal trader behavior. The system will emulate trading
actions of a superlative trader in the real world market environment. The system enables traders to monitor foreign
exchange and stock markets by incorporating and

integrating
human-expert analysis
with
humanindependent
quantitative analysis
of the markets.

Salient Features:

Centralized Repository of terabytes of Historical Data of Stocks and Foreign Exchange traded in
global Stock Exchanges
Technical and Quantitative Analysis based on time-tested Mathematical and Statistical Models
Proprietary Trading Strategies using Artificial Intelligence Techniques such as Neural Networks,
Genetic Algorithm, Fuzzy Logic ...
Strategy Development Library enabling traders to code proprietary strategies
Back-testing of the Trading Strategies on Historical Data
Trades and Strategy Performance Reports capturing Net Profit/Loss, Net Position, Maximum
Drawdown, Strategy Parameters ...

Success Stories:
Currently, SD2000 is operational on C-DACs PARAM 10000 supercomputer for the
financial engineering activities of Man Drapeau Research Pte. Ltd., Singapore. This is one of the first
and largest supercomputing facilities in the world deployed for financial modeling and engineering.

SD2000

Strategy Development 2000

The traders
can
deploy
this
system for developing
their own proprietary
strategies,
backtesting them on the
historical data and
analyze
their
performance.
The
ultimate goal is to
filter the successful strategies for deployment in the real market.

CyberPROFIT
( PRedict Opportunities in Financial Instrument Trading )
A Financial Market Simulator with Technical Analysis

Predict Opportunity in Financial Instrument Trading

CyberPROFIT

Before trading in live financial markets, it is beneficial for traders/investors to undergo training. There are
various factors, which have a major impact on the market movements. Comprehensive analyses of these factors help
in profitable trading decisions.

CyberPROFIT is designed for group simulations consisting of investors trading in the market, issuers coming to
market with new bonds, a central bank, and investment managers buying and selling bonds. Multiple market players
over a LAN are organized as teams pitted against each other. The game controller not only performs functions of the
Central Bank through market interve ntion and treasury bond issuance but also acts as the Bourse Regulator to
monitor and set the pace and direction of the game.

Simulation of Real-Life Financial Markets

Ready Access to Important News Items
Technical Analysis on substantial Historical Data
Choice of various types of Charts like Line, Bar, Candlestick ...
Display of Indicators like Relative Strength Index, Stochastics, MACD ...
Identification of Patterns and Market Trends
Extensive reports including Mark-to-Market
Fast Forward of Timing to simulate interesting Market States
Electronic Talk between Traders
Manipulation of Short Term Market Direction by Game Controller
Exploration of Profitable Trading Opportunities for Returns Maximization
This product has been jointly developed by C-DAC and ADVIT Labs, Singapore.
Success Stories:
CyberPROFIT is currently operational in the regular training course in Bond Trading conducted
by Institut Bank Bank Malaysia (IBBM), Kuala Lumpur, Malaysia and has been a great addition to the
course.

CyberPROFIT

Predict Opportunity in Financial Instrument Trading

Salient Features

RBI Data Mart

Data Mart for Reserve Bank of India Data Warehouse

RBI Data Mart

Prototype Data Mart for RBI Data Warehouse

Adoption of Information Technology is one of the key strategies for bringing about operational
efficiency and improvements in customer service, productivity and profitability of any business
operation. Data Warehousing is a key technology for advanced Decision Support Systems and
Executive Information Systems. Today it is imperative to establish a link between business strategies
and information technology. Data Warehousing can create this link.
Need for a Data warehouse is driven by factors like:
Pro-active strategies and rapid decision making
Lots of PC-based or small server systems obtaining extracts of data incapable of presenting a
holistic view of the entire gamut of information
Same data present on different systems, in different departments and users may be unaware of
this fact.
Difficulty in getting meaningful information in a timely manner
Multiple systems giving different answers to the same business questions
Less analysis by decision makers and policy planners due to non-availability of sophisticated
tools and easily decipherable, timely and comprehensive information

A Data Mart may be viewed as a subset of a Data Warehouse dealing with data restricted to some specific
department, business process or section of the enterprise. We have developed a prototype Data Mart for the
Reserve Bank of India (RBI) which the central bank of India. It is used for the purposes of trend analysis and
forecasting of various banking variables & macro-economic indicators which will enable them to formulate
effective and efficient policies / planning.
Salient Features:

RBI Data Mart

Data Mart for Reserve Bank of India Data Warehouse

Houses certain banking statistics data of all the Nationalized, Commercial and Co-operative Banks in India
Used for Trend analysis and Forecasting of various banking variables & macro-economic indicators
Enables top management to analyze the data to aid in framing credit and monetary policies and strategic
planning.
Used by the Internal Departments of RBI such as DBOD, DEAP, CPC etc. for performing various analyses
which help them in regulating the Indian Economy and for answering Parliamentary queries.
Used by various External Agencies such as Bureau of Economics and Statistics, State Governments, Central
Statistical Organization etc.

C-DAC is Indias national initiative in Advanced

Computing. C-DACs mission is to deliver stateof-the-art, open architecture, scalable highperformance computers in the desktop to
teraflops range, embodying emergent industrystandard building blocks. In fulfillment of this
goal, C-DAC has advented the OpenFrame
which has been realized in its celebrated
PARAM series High-Performance Computers.
The applications development programme covers
scientific and engineering, real-time and business
applications.
A
National
PARAM
Supercomputing Facility (NPSF) has been
created to provide a nation-wide and internet
access
to
C-DACs
PARAM
series
supercomputers.
C-DACs Language Technology Mission
complements its high-performance computing
and communications initiative to create a
framework for the co-existence of all the living
languages of the world with diverse scripts. CDAC has innovated its trail-blazing Graphics and
Intelligence based Script Technology (GIST) in
this goal. The GIST Technology has been
extended to include multilingual and multimedia
computing.

Apart from expanding the range of products, CDAC is always at hand to take on Design and
Development Contracts, Turnkey Systems,
Engineering Projects, Education and Training
Services for clients worldwide.
With it's natural inclination towards spreading
technology, C-DAC can make a real difference
when it comes to offering the best solutions, with
price/performance features that are hard to find
elsewhere.
The realms that we embrace :
Financial Modeling (Capital Markets and
Banking)
Distributed and Parallel Computing Systems
Language Technology, Multimedia
Advanced Computing Training School
(ACTS )
Weather Modeling, FEM, CFD
Remote Sensing, GIS
Power, Transport, Telecom, Health-Care
Value Added Workstations
Inter-Networking
Compilers

For further information, please contact any of our offices below :

HBCG Finance
C-DAC
Pune University Campus,Ganeshkhind Pune 411 007. India
Tel : +91-20-567 92 74 (Direct), +91-20-565 24 61/79/83/84
Tlx : 0145-7615 CDAC IN
Fax : +91-20-565 75 51
E-mail: bc-finance@cdac.ernet.in
Business Division
C-DAC
Ramanashree Plaza, 2/1, Brunton Road, Bangalore 560025. India
Tel : +91-80- 5584271/982/143
Tlx : 0845-8413 CDAC IN
Fax : +91-80-5584893
E-mail: bdm@cdacb.ernet.in
Business Division
C-DAC
E-13, 2 nd Floor, Hauz Khas, New Delhi 110 016. India
Tel : +91-11-686 34 28, +91-11-686 40 84
Fax : +91-11-686 34 28
E-mail: bd@cdacd.ernet.in

www.cdacindia.com