VALUE AT RISK MEASUREMENT A CLOUD APPLICATION PRESENTATION

S V N LABS SOFTWARES

May 2011

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Agenda Value at Risk Application Features System Requirements Application Architecture Implementation Details – Hybrid Clouds Application Demo Suggestions / Improvements References

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VaR Application Features

Financial data File Upload thru internet Can upload data file from anywhere, app stores the data into

Amazon S3 securely, provides a URL immediately after data upload for user verification

Financial Analysis – Historical, Co-Variance and Monte-Carlo User can select the data set to perform analysis on, stores the

analyzed data separate from the raw data, leverages hybrid cloud architecture of the application.

Analysis Reporting Reporting as bar charts and line charts of the analyzed data.

The user option to select the report type and the analyzed data sets available.

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System Requirements

Important: The System requirement for VaR Cloud Application Development is different from System requirement for VaR Cloud Application Implementation. And the system requirements for VaR testing is also different.

For Development, Testing and Implementation the following are required: Amazon Web Services (AWS) Google App Engine (GAE) Google Chart Libraries Eclipse IDE

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VaR Architecture – Hybrid Clouds

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Google App Engine for analytical processing and reporting.

Amazon Cloud for user management and for storing raw data and processed data as well.

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Amazon EC2 Rent virtual machine instances to run your software.

Monitor and increase / decrease the number of VMs as demand changes, can also be done programmatically.

How to use: Create an Amazon Machine Image (AMI): applications,

libraries, data and associated settings Upload AMI to Amazon S3 (simple storage service) Use Amazon EC2 web service to configure security and

network access Choose OS, start AMI instances Monitor & control via web interface or APIs

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Create EC2 Instance Login to Amazon Dashboard and create a EC2 instance for VaR application. This EC2 instance is the central application server that receives all the user requests and produces responses

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Sotirios Tzioumakis

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Google App Engine Steps done for GAE:

Download App Engine SDK Develop your program locally by Eclipse

A set of java programs, input = requested url, output = return message

Debug locally Register for an application id Submit your application to Google

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Google App Engine(Contd.)

Register for an application ID http://appengine.google.com Verification code sent to your mobile

Uploading the Application Eclipse Google Plugin Enter your Google username and password at the prompts

Manage using Administration Console Add users, block users and study the user activities of the application View error logs, traffic logs Switch between different versions

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File Upload Screen

File Upload screen allows the user to select the file for upload. After upload the URL of the data file is displayed

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Uploaded File URL

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Report Sample

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Historical Report as generated by GAE cloud components

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Application Demo

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VaR Application:

- User friendly Interface Design- Apple.csv the demo file that will be

demonstrated

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Improvement Areas

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Cloud Application architect should focus on leveraging resources on an elastic, scalable and cost effective basis

Messaging should be carefully used in the application as it is only an asynchronous communication method between components.

Security both at the application level and at the data level needs to be properly built

CloudFront services of AWS can be used as it will help bring the data close to the edge locations, if the users are spread across the globe. This will improve the performance of the system.

Monitoring and admin module for the application is required to be developed. This will enable the administrators to track users and their activities.

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References Google AppEngine: http://code.google.com/appengine/ Amazon EC2: http://aws.amazon.com/ec2/ Google Chart: http://code.google.com/apis/chart/ VaR Analysis:

http://www.investopedia.com/articles/04/092904.asp YouTube (VaR Example):

http://www.youtube.com/watch?v=cKWbgSLaKbo

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Thank youS V N Labs Softwares