The Allen Group - Financial Application Case Studies

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Financial Applications

The Allen Group specializes in multi-platform custom software development in a variety of programming languages, focusing mainly on custom Java software development and web applications. We have additional experience developing a wide spectrum of custom software solutions for financial companies based on Bloomberg and Intex APIs.

Portfolio Stress Test

A hedge fund invested in thousands of equities needed to run stress tests on their portfolio based on dividend history. The Allen Group developed a system based on the Bloomberg API where data is loaded at the end of each trading day and dividend information is extracted and processed. The system has 15 years worth of information providing the traders with an accurate view of the fund’s performance.

Intex Wrapper Analysis Tool

We developed a reporting system based on the Intex wrapper analyzing the client's portfolio of deals and creating analytical reports upon every update from Intex. Data is loaded into a database and normalized for processing and display using a web based reporting system. This reduced the workload on the department significantly and desktop access was limited to only cash flow analysis.

Bond Performance Monitoring

The Allen Group developed a “Convertible Monitor System”, used to monitor bond performance. Data is presented in a series of grids and it is extracted from Bloomberg using their API.
The application is a three-tier, with a business layer between the presentation layer (GUI) and the data access layer (SQL Server). Traders can generate weekly/monthly trade sheets, by sector or by trader.

Hedge Fund Database Project

The Allen Group developed a software application that allows analysts to manage fund managers and write reports based on data collected. We also created forms for the quantitative hedge fund manager’s scoring system. The forms allow the manager to score hedge funds on a monthly basis and provide historical data as well.

Our Core Competencies:

Architecture:	Technologies:
Data Migration Data Extraction (Bloomberg, Intex) Client- server applications Multi-tier and service-based applications Web-based applications	PHP, C/C++,Perl, .NET Web Services, SOAP Sun Java, J2EE, JSP, Java servlets and applets XML, XSL HTML, XHTML, CSS, Ajax