TimeScape EDM+ is built on a flexible and extensible data model that can be configured to map all key data dependencies. Whether it’s the relationship between the greeks (delta, gamma, theta, vega, rho) and options prices, or the impact of a corporate action on stock prices – our platform enables users to model relationships between key datasets.
In addition, TimeScape EDM+ comes with an easily configurable data validation engine that can be used to create rules specific to each asset class. For example, the price change of an individual stock can be checked against its benchmark index, or the dollar price of an ADR to its foreign denominated equity along with changes in the exchange rate. Adaptive data validation rules such as these are much better at spotting inaccuracies – helping to eliminate false positives and zero in on true anomalies.
When it comes to managing different data sources, TimeScape EDM+ also comes with a range of pre-built handlers to draw in data from all leading sources, not only pricing and analytics, but also company fundamentals and other datasets.