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OverviewStarr Capital Management (Starr Capital) required a system that offered (1) a high performance time-series database with easy to use APIs (2) the ability to create and analyse complex correlation matrices (3) the ability to perform volatility analysis and (4) simple connectivity to MONIS derivative pricing models. 
"Xenomorph's high performance data storage architecture combined with its seamless integration of proprietary and third-party models, results in a 'best-of-breed' decision support solution." Eric Starr, President, Starr Capital The briefStarr Capital took the strategic decision to develop proprietary analytics by first building upon industry proven vendor systems and integrating these into its business operations. Starr Capital needed a high performance timeseries database with an extensive and easy-to-use suite of APIs, a system for the swift creation and analysis of complex correlation matrices, coupled with the ability to perform effective volatility analysis, and a system that provided an effortless means to integrate with MONIS derivative pricing models to generate implied volatilities. The solution"Xenomorph's COM library provides a simple and effective way to read/write data and manipulate the data-base via code." Chad Barber, Senior Technology Specialist, Starr Capital. |
Using Xenomorph systems, Starr Capital has developed an application to capture and store market and static data from Bloomberg into the Xenomorph time-series database for further analysis. The extensive Xenomorph API library has assisted Starr Capital in developing proprietary tools and analytics, which enable the creation and analysis of correlation matrices and the study of market volatility that assists in Starr Capital's investment strategy. To take advantage of the instrument and company related data stored in the Xenomorph time-series database, Starr Capital is able to use the Xenomorph systems' inherent integration with MONIS; Xenomorph systems provide access to the MONIS pricing models through both GUIs and Xenomorph APIs. Going forward, if Starr Capital wishes to integrate its bespoke models, or third party models, into the Xenomorph architecture, then this can be accomplished with minimal effort using the Xenomorph SDK. Xenomorph looks forward to continuing to help Starr Capital to build a leading edge technical infrastructure that fosters a proprietary advantage. 
"Xenomorph solutions provide Starr Capital with a simple way to efficiently manage the storage and retrieval of complex data. We have worked collaboratively with Starr Capital using Xenomorph APIs to develop a suite of proprietary applications, which have subsequently been integrated into Starr Capital's existing business systems." Darren Frimpong, Technology Consultant, Xenomorph
Starr Capital is a US-based
hedge fund whose
investment objective is to
seek consistent returns with
both low volatility and low
correlation to traditional
investments. Starr Capital's
investment process focuses
on relative value investing
and is based on Starr
Capital's proprietary
quantitative trading
models and risk
management systems.
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