Designing and Delivering Custom Data Management and Analytics Solutions for the Buy-Side Industry
Investment firms face growing pressure to manage and use data more effectively and efficiently. Whether it’s improving reporting workflows, strengthening compliance and risk oversight, or enabling faster decision-making, hedge funds, asset managers, and private equity firms increasingly view data as one of their most strategic assets.
At Linedata, our Advisory Services team provides end-to-end data analytics consulting for financial services—from strategy and ideation to data architecture, development, and delivery. We specialize in building practical, scalable solutions that meet real-world needs. Our deep expertise in quantitative research and financial modeling is complemented by hands-on experience with modern technologies including Python, MATLAB, and AI.
As AI capabilities evolve, the importance of a strong foundation in data management and data strategy has never been greater. These case studies show how Linedata Advisory Services helps investment firms solve complex data challenges and build analytics platforms that drive insight, agility, and performance.
Overview
Back-Testing and Analytics Platform
Back-Testing and Analytics Platform for Quant Investment Teams
Challenge
Develop a robust back-testing solution for a strategy involving exotic instruments, such as ETF swaps with monthly reset cycles.
Solution
We developed a custom data analytics platform to support quantitative research. This platform enables the back-testing of custom and exotic strategies based on historical metrics, including ETF price data, volatility index (VIX), LIBOR, borrowing, and swap fees. MATLAB calculates P&L for each ETF position with different rebalancing frequencies, along with management and related fees.
Outcome
The application generates daily Buy/Sell trading signals, with metrics including standard deviation and VIX returns. This has reduced the in-house quant research team’s workload, enabling them to focus on high-value activities. Our Matlab, Python, and VBA expertise ensured faster implementation.
Scenario Modeling and Risk Analytics
Scenario Modeling and Risk Analytics for Multi-Asset Strategies
Challenge
A global macro hedge fund had to evaluate potential P&L changes under specific market conditions, such as treasury rate changes. Its asset mix of equity, fixed income, currency, and commodities made it impossible to rely on a single model.
Solution
Our comprehensive calculation methodology incorporates historical price data for equities, currency, and commodities with fixed-income curves. Using historical pricing and one-year beta regressions, it generates precise P&L projections to guide portfolio adjustments.
Outcome
The investment team can make better-informed trading decisions using the bespoke quant solution. Their strategy is enabled thanks to multi-asset scenario modeling and stress testing across equity, currency, and fixed-income exposures.
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Low-Latency Data Visualization Interface
Low-Latency Data Visualization Interface for Fund Administrator
Challenge
Our client needed to enhance user interface speed for handling large data sets, with a target response time of 500 milliseconds, while implementing infinite scroll and filter options.
Solution
Our experts designed a low-latency analytics UI using Ag-Grid, a third-party tool that supports responsive data handling and auto-complete filtering. We configured it to our client’s requirements, leveraging our in-depth knowledge of the software and fund operations.
Outcome
Our client has speeded up decision-making, increased efficiency, and achieved its performance targets, with the UI responding within 500 milliseconds. The new system improves user interaction, replacing pagination with infinite scroll for seamless data navigation.
Enterprise Data Management and Reporting
Enterprise Data Management and Reporting for $10B+ Hedge Fund
Challenge
Siloed data management and reporting systems led to inefficiencies, challenges with addressing regulatory reporting requirements, and key person risk.
Solution
We implemented an enterprise-grade data management and reporting framework. The hybrid data warehouse uses Broadridge Paladyne for Security and Price Masters and an in-house Position Master with microservices to eliminate data silos. Overnight monitoring and custom data checks quickly identify and resolve data anomalies.
Outcome
Having a “Golden Copy” of data has virtually eliminated reporting errors, streamlined reporting, reduced key person risk, and cut market data costs. An Excel API further simplified operations by reducing spreadsheet complexity. Our team worked on integration with Broadridge Paladyne systems and the custom data warehouse, which helped in cleaning up the reporting requirements.
Automated Regulatory Reporting with FundApps Integration
Automated Regulatory Reporting with FundApps Integration
Challenge
Our client required a centralized system to manage complex compliance regulations across various markets. Efficient data preparation for multiple asset classes was needed to streamline compliance with hundreds of rules.
Solution
Our team led the integration of the FundApps solution to automate data preparation and extraction processes and simplify regulatory filings. We also designed frameworks for handling complex data across asset classes.
Outcome
Our solution has reduced manual work by 20%, improved operational efficiency, and enabled SEG to maintain centralized compliance governance across global markets.
Real-Time Portfolio Monitoring and Compliance Dashboard
Real-Time Portfolio Monitoring and Compliance Dashboard for Asset Manager
Challenge
Our client required a robust intraday portfolio monitoring solution to provide current fund positions, orders, trades, and real-time compliance alerts.
Solution
Our solution features a rich, mobile-friendly user interface and real-time ETL data feeds. Compliance alerts notify users when pending orders cause issues with position concentration, cash balances, sector risk, or security drift. Customizable widgets let the client tailor dashboards to individual portfolio needs, and risk and exposure analytics provide instant insights into sector, geography, and asset-class risks. Performance attribution provides an intraday understanding of what is driving portfolio returns, and smart alerts notify users of unusual price movements, liquidity issues, and P&L changes.
Outcome
The real-time analytics dashboard has streamlined compliance and enhanced operational efficiency. It was completed within 10 months, including the initial proof of concept. Benefits for the client include enhanced decision-making, with data-backed decisions in real time, and proactive risk management, thanks to the ability to identify and mitigate risks before they escalate. Client communication has improved, with live updates on portfolio performance, and operational efficiency has increased with a reduction in time spent on manual monitoring and reporting.
Quant Swap Strategy and P&L Reporting Platform
Quant Swap Strategy and P&L Reporting Platform for Hedge Fund
Challenge
Develop a new total return swap strategy and roll it out as a fund once a track record is established.
Solution
We delivered a platform to incubate a new quant swap strategy with long, short, and index baskets. Daily reports provided performance tracking, quant strategy monitoring, P&L, and risk metrics (Alpha, Beta, Correlation). Portfolio managers used this automated reporting to monitor and rebalance the portfolio on reset dates.
Outcome
Python Pandas-based daily P&L reports are used to track the newly created portfolio strategy against multiple benchmark indexes. The report shows the P&L breakup in terms of timing (i.e., daily, weekly, monthly) and direction (i.e., long and short). Risk metrics like Alpha, Beta, and Correlation were drawn against the benchmarks. The Portfolio Manager uses this report to rebalance portfolios depending on their performance. After a couple of cycles, the data was marketed to investors with all the reports and track history.
Real-Time Research Dashboard with Exposure and ROI Analytics
Quant Swap Strategy and P&L Reporting Platform for Hedge Fund
Challenge
Create an intraday portfolio monitoring solution to assess the impact of trades and price fluctuations on portfolios, including exposure metrics and price target drift.
Solution
A real-time research dashboard integrates position feeds from the PMS, Bloomberg price data for real-time pricing and OMS trade feeds. Updates are batched and broadcast to users at set intervals.
Outcome
The solution enables real-time monitoring and increases analyst efficiency by 15-20%, with up-to-date exposure analytics and metrics. It reduces data transfer needs by around 30% with in-browser processing of real-time data and provides gross/net ROI and IRR calculations. The project took about 3 months to deliver.
Virtual Data Warehouse and Real-Time Reporting
Virtual Data Warehouse and Real-Time Reporting for Hedge Fund
Challenge
A large multi-strategy hedge fund needed to streamline its data management and reporting processes to increase efficiency and transparency and mitigate key person risk.
Solution
Our team built a virtual data warehouse to unify trade, position, and risk data across the client’s ecosystem. Hundreds of data points, including trades, positions, and risk analytics, were integrated, and legacy EOD reporting was automated. Full project management and partner-level involvement ensured frictionless collaboration with the client and third-party vendors.
Outcome
Our client has streamlined real-time data access, automated reporting, and greatly reduced delays, key person dependency, and operational risk.