Yes. Data on spreadsheets can be exported to the Quote-cast server in "comma separated value" (CSV) format. The File Gateway module can be configured to parse tabular CSV data into Quote-cast's open data format and will continually scan for new file based data.
The Quote-cast File Gateway's flexible, 100% server-side, configuration handles all data mapping. The mappings take care of both flat and relational data. For example a tabular CSV file may contain repeat columns that define multiple legs to a derivatives structure (e.g. "Strike 1", "Strike 2", "Expiry 1", "Expiry 2") - the configuration will handle this situation with ease turning populated columns into legs and ignoring empty ones.
The imported CSV file doesn't even require column headers - the configuration can handle that as well. If you have IOI data on a spreadsheet Quote-cast can probably import it without any client-side manipulation at all.
Using the Quote-cast Valuation Service API. The API is a simple Java interface that can be used to 'wrap' existing risk mangement applications or services.
The API allows Quotecast to notify the risk management applications of instruments it needs pricing (typically with an underlying or futures reference price). It then listens for callbacks when new TVs and greeks become available to the application.
If your management system knows what an option is worth we are in business.
Absolutely not. The Quote-cast Pricing API is designed to allow customers to integrate data from risk management applications at arms length.
At run-time Quote-cast simply takes whatever data the application produces and integrates it with the relevant market data to form a meaningful report. Different applications might produce differently named greeks (e.g. "delta", "skew delta") in different ways - Quotecast will simply take any such greek and create a column for the user to include in reports.
Furthermore the modular OSGi-based deployment architecture mean that you have total control over the distibution of your API implementation.
Yes. Quote-cast allows multiple analytics instances to be registered simultaneously. It also supports multiple configurations of the same package - this is especially useful when testing new modelling algorithms.
No. Quote-cast is a management system for handling IOIs - we do not provide data or resell 3rd party data.
No. Quote-cast assumes that customers will have already selected their mission critical risk management systems. Quote-cast is intended to allow customers to leverage and extend those systems through the Valuation Service API.
Yes - Quote-cast has an extremely flexible modular design that allows practically every functional component to be replaced or extended. Broadly speaking we offer two ways of doing this - a customer can either add an extra customised gateway module to the Quote-cast server that accepts data from the internal service, or add a plugable gateway module to the Quote-cast client that talks directly to the internal service. Both client and server support multiple gateways so the internal service could be used as either a replacement or as an additional source of data. Contact us at support@jftechnology.com for more detail.