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What is Financial Informatics?

Financial Informatics is the the science at the intersection of Computer Science and Finance. This really means it's the study of financial data and algorithms. It covers the breadth of the field from derivative valuation algorithms to processes used to reconcile security positions between systems.

My interest in Financial Informatics is more along the line of managing the data used in financial calculations and processing. Financial data varys from real-time ticking data, through end of day pricing data, reference data to P&L and risk data. Quite a variety and lots of ways to deal with it depending on what one is doing and what requirements the business places upon the data. So far akutan.org doesn't include much content on Financial Informatics and managing Financial data but I hope to grow this part of the content on the site.

There is also a growing interest in Financial Planning Informatics which is has some overlap but also includes client information and ways of structuring and storing that data for large and small financial advisors.

 

 

What is akutan?

What is Financial Informatics?

General Optimization

Portfolio Optimization

Random Matrix Theory

Return Based Style Analysis

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