Bokeh Risk Dashboard Talk

© 2015 Continuum Analytics- Confidential & Proprietary

Creating Interactive Portfolio Risk and Performance Metric Monitoring Dashboards with Bokeh

Steve Taylor Duane Lawrence

Strata NYC 2015


Who We AreSteve Taylor (Sr. Quantitative Engineer)

– Worked in a variety of buy and sell side roles as a quant risk and research roles for 6+ years

– Background in math/physics. Gives talks, teaches, and publishes regularly

Duane Lawrence (Director of Sales Engineering) – 20 years enterprise software architecture and

deployment experience – Background in computer science

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AGENDA

• The Typical Quantitative Finance Workflow • How Risk Analyses are Built and Deployed • Where Bokeh Fits In • Interactive Risk Dashboard Demo/Code Skim • How Continuum Can Help

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Typical Quantitative Finance WorkflowInternal Data

Third Party Data

Exchange Data


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Building and Deploying Risk Analyses“What’s typically done”


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Building and Deploying Risk AnalysesExcel • Limited analytics capabilities • Difficult to scale to large

datasets • Difficult to maintain • Challenging to integrate

existing code


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Building and Deploying Risk AnalysesEmail • Disorganized and inefficient

(no one enjoys receiving 50 risk reports each day!)

• Static reports • Inefficient storage of

multiple copies of data • Code to generate email

reports tends to become bloated


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Building and Deploying Risk AnalysesDedicated GUI • Longer development cycles

compared to alternatives • Client distribution is

challenging • Requires more lines of code

which in turn requires additional maintenance efforts

• Multi-platform support exacerbates the above


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Building and Deploying Risk AnalysesWeb Dashboard • Centralized deployment • Relatively simple to maintain • Interactive • Easy to organize multiple

reports and analyses in a single portal

• Multi-platform


Where Bokeh Fits

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• Interactive web visualization w/o writing Javascript • Quick to develop (hours to days per dashboard, not

weeks) • Minimal code required (~100-400 lines per dashboard) • Wide variety of input widgets • Efficient use of browser resources • Server based plotting for handling and streaming

large data sets

Easily create that dashboard


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Risk Dashboard Demo & Code Skim


How Continuum Can Help

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Continuum Analytics provides consulting services, including:

• Customized dashboard design, development, trading-specific data analysis & visualization, and maintenance

• Internal and external data integration • Deployment • Authentication, maintenance, and support on an on-

needed basis


Additional Info

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Demo code: http://bit.ly/bokeh_risk

Duane: [email protected] Steve: [email protected]

http://bit.ly/bokeh_risk

mailto:[email protected]?subject=

mailto:[email protected]

Data & Analytics

Bokeh Risk Dashboard Talk