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© QSuper Board 2018
MATLAB integration with data visualization tools
© QSuper Board 2018
Who is Qsuper?
• Queensland’s largest super fund and one of the largest in Australia
• We have a customer base of more than 565,000 members with over $72 billion in funds under management
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© QSuper Board 2018
What we do?
Aim to deliver strong consistent returns with lower volatility.
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© QSuper Board 2018 4
How do we do this?
By analysing a lot of data.
The challenges this presents?
Scalability of personnel: Our investment analysts need to cover all development functions. Investment analytics, data processing, report and application development.
We need to find ways to scale this out.
© QSuper Board 2018
Why a reporting tool?
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Appetite for more
sophisticated reports.
Consumers want drill
through, interactivity,
mobile access.
© QSuper Board 2018
Extending to be an application interface
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• Scenario modelling
• What if analysis
• Functions that require
user input
• Can trigger secondary
processing
© QSuper Board 2018
Indirect integration with Reporting Tools
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• MATLAB has significant indirect interaction with BI Tools for• Reporting• Data Analysis• Data Validation
• This approach allows the most appropriate reporting tool to be used in each instance & allows the reporting tool to change, without changing the upstream process
Oracle Data Warehouse
MATLAB
•Builds complex data models
•Recreates historical scenarios•Saves results
Spotfire
•Analysis of output
•Visual Data validation
•Reporting
© QSuper Board 2018
Scenario Analysis
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• MATLAB used to transform & integrate multiple sources of data in Data Warehouse
• Changes from baseline then passed through portfolio modelling
© QSuper Board 2018
Benefits
• Provides enterprise security
• Allows separation of roles: Report builder and analytics developer
• Provides a GUI development framework for visual interfaces.
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Things to Consider• Using two tools together adds complexity so we only integrate
when we have to.
• Spotfire has a simple approach to monitoring running functions. You can’t see if they are queued or long running.
• Limited flexibility on submitting functions for execution.
© QSuper Board 2018
Techniques we have used
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• Limit the number of parameters passed.
• Simplify transformations in reporting tool.
• Same code base for Prod and Non-Prod environments.
© QSuper Board 2018
Architecture
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© QSuper Board 2018
What’s next?
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• Spotfire have added in-line editing functionality. We hope that we can use this to effectively scale to larger numbers of parameters.
• Mathworks are extending the Spotfire connector with functionality to repoint functions to other MPS servers and allow editing of function signatures.