Monthly Archives: November 2017

Mutual Fund Benchmarks with Neo4j

Just the other day I had a conversation with an Investment Risk Manager about one of the data problems his team was working on and he was wondering if Neo4j could help. Imagine you have about 20,000 mutual funds and etfs and you want to track how they measure up against a benchmark like say the returns of the S&P 500. I’m sorry did I say one? I meant all of them, let’s say 2,000 different benchmarks… and you want to track it every day, for a rolling 5 years period. So that’s 20,000 securities * 2000 benchmarks * 5 years * 252 trading days a year (on average)… or 50 billion data points. That’s a BIG join table if we were using a relational database. How can we efficiently model this in Neo4j?
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Bill of Materials in Neo4j

Where is da BOM? The above question asks, and the obvious answer is right in the middle of your organization. Nestled between Manufacturing, Design, Sales and Supply Chain. But I have a better answer. Your Bill of Materials should be in Neo4j. Today, I’ll show you why.
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